The Hess gas stations on property actually usually have the lowest prices of any stations in the area (Today it was $1.869 for regular). The Chevron on 535 near the Wendys is the most expensive that I've seen, the lowest price I've seen from them in months is $2.099 for regular.
Just about the only place I've found that regularly has prices similar to the Hess stations on WDW property is the Hess station near Universal, which can sometimes be 1 or 2 cents cheaper than the WDW stations, but is usually the same price.