The "cheap gas" around here in mid-Michigan is HIGH sulphur mix. It runs fine but when I use it, my car tends to put out that "over-heated catalytic converter" smell (that's what I call it anyway) that's horrible. Not only that, but it easily makes it's way into the cabin of the car, and with COPD, I can't take it for long.
I now get my gas from a station that I KNOW has a better grade of gas, and I no longer get that smell. Unfortunately, that station tends to charge on average, .10 cents more per gallon. But, that's only an extra $1.20 per fill-up, so not too bad.
P.S. I drive a 2010 Mazda 3, and from web searchs, it appears Mazda's are sensitive to high sulphur based gas, and putting out that smell when using them. If you don't have COPD, it may not bother others so much though.