Typically Diesel as it leaves the refineries is virtually the same. The taxes vary on the road vs marine use diesel. For many years, road deiesl had greater taxes and so marine diesel was cheaper. In recent years that has changed. Diesel was dyed to distigusih marine from road diesel to demonstrate that the proper taxes were paid on the fuel in your tank.
Various outlets put biocides and conditioners in marine diesel fuels since it is recognized that marine diesel typically sits in the user''s tanks longer than road diesel.
Over the years I have gotten more water out of fuels purchased at gas stations than from fuel docks. I do try to fuel up a facilities likely to have a greater turn over in its fuel supply but I am not sure that I am not just being superstitious.
If I have concerns about the fuel that I am filling I first pump a gallon or two into milk jugs and let it sit a moment. Water and silt will separate out pretty quickly. The fuel should be translucent to lightly tinted. If in doubt you pour off a little from the top of the milk jug into a glass jar and look for debris. Anything you can''t see should be picked up by your filters.
Beyond the above, it is important to have primary and secondary filters, If you depend heavily on motoring, you should have a spare parallel filter/water separator that you can easily switch over to on the fly. I have a little rig that lets me reach the lowest point in my fuel tank and pump out any water or debris and I pump out enough fuel every time I do an oil change to determine the condition of the fuel in the tank.