I used the 7-11 right off of Pena Blvd. and Tower Rd. when I got gas. Price seemed reasonable for the area. Address is 7080 Tower Rd. There's also King Sooper's gas stations nearby in case you have a loyalty card with Kroger and can use your points for discounted gas. I just typed this in the search bar for google "google maps gas stations denver Pena blvd" and got lots of info.
The closest is on the same road as the rental companies. I don't know if their prices are higher or not. Gasbuddy or similar sites might be helpful, but it seems like a ten mile drive from the main highway to the airport. You can fill up on the main freeway and top off at the station next to the airport.
Don't stress yourself for a couple of bucks. Fill it up at the Conoco station on rental road. They're more but not by much.
Thanks all. Like I said, I'm used to Orlando, with the infamous station that charges several dollars more per gallon than the rest of the world, just because it's near the airport. I was pleasantly surprised to find out that gas stations around DEN are not that way. As we were not staying in Denver, I'm not sure how the Pena Boulevard stations compared to the rest of the city, but they were significantly cheaper than stations at home in NH, and were in line with gas stations in Colorado Springs and Estes Park.
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