The New York Times reported today that gas has gone up $6 per barrel. It's painful every time I fill up, but I make sure I always pay the lowest price for my precious petroleum.
In a world where there is a website for everything, there are sites that compare gas prices like GasBuddy.com. Simply type in your Zip-code and the site lists up to date gas prices in your area. The site has gained such a large following that MapQuest and MSN have added their own variations of the application.
So moral of the story is shop smart, and check gas prices often. It's like eBay, except you're paying too much.