It depends on where you go. It should be cheaper, because it's cheaper to make (less refinery costs), but that may be offset by lower volumes. Places that sell tons of diesel may get a cheaper rate through the wholesaler.

What's nice and cheap is the "off road" diesel made for constuction equipment. No highway taxes added. It has a pigment added to it so they can catch you putting it in your "on road" vehicle. I think there is "marine" diesel too that has a different color, but all three are the same stuff.