Exxon's are the Official On Property gas station. There is 3 of them on property. One by the MK Parking Lot (Car Care Center), one by the Disney-MGM Studios and Boardwalk resort, and then the third is across from Pleasure Island. While the prices are not cheap, they aren't terribly high, either.
The stations that are immedietly off property, by Crossroads will be the most expensive. Those are Citgo, Texaco, and Chevron. These stations are VERY expensive.
Just down the street from those, on 535 towards 192, you'll find a Hess, Citgo, and a Mobil... these typically have the best prices.