Luxembourg, followed by Belgium, always have been the cheapest in the EU. You need to get further east and out of the EU before you benefit from cheap Russian gas where it's about half the price this side of the border (so is petrol and diesel for that matter). Drove to Nice and back last weekend and paid between 0.95 and 0.98 Euros at the Autoroute service stations. Which at the current exchange rate works out at around 86p a litre. First time I've waited until I got back this side of the channel before my last fill up to get home. Stopped at the Medway services on the M2 which was possibly the most expensive in the country about 18 months ago but found it was only 69p!
All the moto operated bp motorway services have been like that recently - Leigh Delemare on the M4, Chievely M4/A34 Toddington on M1 and the medway ones were yesterday as well, Long may it continue!