ULSD gave me 6.6 mpg towing for the 412 miles between the Carney's Point, NJ Flying J and the Flying J at Wytheville, VA. With the DSL I went 7.9 mpg on the reverse trip between the two stations. Either the fuel or the altitude change, up hill vs down hill, was a factor.
There are too many different mileage factors, trip to trip, tank to tank, for anecdotes to say anything about mileage difference from differences in the fuel. The heat content of ULSD and low sulfur diesel are the same, within the range of variation for either fuel. Both are blends, and heat content varies from batch to batch.
Compared to diesel, there is much more variation in heat content of fuel blends sold as gasoline, especially when the blends contain oxygenates (to force the engine to burn more fuel) and when the oxygenates have particularly low heat content (like alcohol).
You will see more variation in mileage from diesel in the future, as biodiesel becomes more available, because there is more variation in heat content among the various vegetable oils, than there is among the petroleum distillates blended into diesel fuel.
I don't understand the value to us of ULSD except maybe in heavily populated areas. It just drives up the cost.
The newer diesel cars in Europe require ULSD because LSD ruins their pollution control equipment. That's the major reason that hardly any of the European diesel engines have been offered in the US. In theory, we should now see more imported diesel cars made available, people will buy them, oil usage will go down, etc. etc. As far as the heavily populated areas go, those people wouldn't want to buy a diesel car unless the proper fuel was available everywhere for trips.
The new Sprinter chassis motorhomes with the Mercedes 3.0 liter V6 are an example of all of this. They require ULSD, and wouldn't be sold here if we hadn't made the conversion.