Check to see if any BP/Amoco's sell BP Supreme or Amoco Premier diesel fuel. This is probably the only true refined premium diesel fuel in the US. It carries a cetane rating of minimum 50, whereas regular diesel fuel is 40-42 cetane. However, I understand, cetane index is only one component that qualifies the fuel to be labled premium.
I can purchase the Amoco Premier locally and notice that it's almost clear in color, with just a hint a green dye. It's said to be kept seperate in the pipelines/distribution points.
Unlike gasoline's octane ratings, rarely do you see diesel fuel's cetane ratings posted at the pumps. However, I've noticed those that do sell premium diesel, usually advertise it as such. But the bulk of it is probably additized low grade and called premium.
The tdiclub.com forums are a great resource for the TDI, lots of info there on fuels, including bio-diesel.