The more expensive diesels (and petrol) do allegedly have more advanced additives that are meant to keep the engine cleaner, which should as well as giving better economy keep the engine in better condition.
I know some people who use nothing but, some that use it every few tankfuls, and others who will just use the cheapest fuel available.
Personally speaking, when I had a Petrol RAV4, I tried the Shell Advanced and found no improvement from the standard Shell Unleaded. When I had a Diesel RAV4, I again tried the Shell and BP 'special' diesels and again found no benefit in economy, BUT could not be sure on engine cleaning aspect.
I am inclined to use branded fuel (usually Shell), but not spend the extra on the 'specials'. Having said that, my last fill up was with Sainsburys, but I never buy any other Supermarket brands (and be careful with Morrisons... High bio-diesel content that does not suit many engines).
Just my 2p worth