Gas Buddy
Great place to find gas prices anywhere in the U.S. or Canada is a website called Gas Buddy. I found it reading an article in the San Francisco Chronicle about a map showing the price of gas at all the stations in the Bay area.
It is outrageously high in San Francisco. The map shows most stations charging $4.59 a gallon. Around here it is mostly $3.89, although when you head south to the Land of the Well-to-Do they are charging $4.04.
Turns out the web site has information on local gas prices all over the country, with lists and maps. So if you need to know where the cheap gas is in your area, check out Gas Buddy.