All of Citgo's oil is Venezuelan, so if you're worried that a portion of the $ that you spend on oil go to middle eastern terrorists, that's the way to go. Of course, if you do that, you end up stabilizing a leftist nutjob in Venezuela...
The best option would be to "right size" your vehicle for your transportation needs. I've gone from 6 tankfuls a month on my Jeep @ $45 per fill down to 2 tankfuls a month on my VW Golf TDI @ $30 per fill which is a fairly substantial savings.
Better yet is to get a motorcycle (twins tend to be more fuel efficient than fours, small displacement more fuel efficient than large...)