Premium diesel is sort of a rip off. The criteria for listing a fuel as "Premium" includes things such as extra lubricity, cetane, freeze point depression, detergency, etc. The only problem is that just a few of these standards need to be met to order for a company to list the fuel as premium. Texaco premium, for example, has extra detergency, but only average cetane and lubricity. Amoco sells a premium in some states that really does meet all the criteria for a premium diesel. Any fuel sold in California meets all the standards for premium and is low sulfur to boot.
The Cummins engine is designed to run on just about any low tech swill that they sell in North America (that is just about every brand available here). Using your own additive ensures that you are getting what you paid for.