Use Premium 91 or better, althought using 94 might be a waste of money, It should run very well on 91.
As always, check your Manual.
I understand that. I also understand that the topic has probably been beaten to death elsewhere but what I have found in my experience is that not all gas is made equal. Is it safe to use Ultramar 91 gas as they claim they don't add ethanol to it? Or should I stick to 'better' brands like PetroCan and Esso?
I don't think Ultramar is bad by any means...in fact the lack of ethanol would make me gravitate towards it over Esso/PetroCan.
My Z4 gets 11.5 or so on Shell 91, but I'm either stuck in bumper to bumper traffic, or I'm mashing the go-pedal, so its not that bad.
Got about 8.0 once on a "quiet" run into work, about 50/50 city/highway. Turned into 8.6 once I completed my circuitous run down to the 3rd level of the parking garage though

I am grateful to be within 2 minutes of a nice, new, shiny Shell.