Sorry if this sounds obvious.
If you keep a look out for fuel delivery trucks in your area, you can make a note of their names. If they are doing business near you, they will probably give you their best price when you needs some oil. This may not be the best price available so you have to phone about 5 companies to get an idea of what is on offer.
Looking in yellow pages is ok but you don't know if the company is doing business locally. If they have to make a special trip, it puts the price up.
Don't depend on the same company that you dealt with last time. Most of them have quotas to fill (bulk ordered stuff) particularly towards the end of the month.
As an aside, I work (part time volunteer) for Norfolk Credit Union. Last winter they did a deal with an oil supplier so that a Credit Union member can order oil via the CU, get a bulk/group discount and cover the cost with a loan. This is then repaid to the Credit Union over the next 6 months or so. There may be a Credit Union near you with the same offer.
You can also set up a co-operative with your neighbours to buy oil together. You will get a better price if you buy 2,000 to 10,000 litres than for 200 to 500.
Don't get locked into a single supplier deal. The price will not be good (after the first delivery). Look at the people depending on LPG deliveries on this basis. They get the storage tank and plumbing as part of the contract and then pay a scary price for fuel. Also, last winter the deliveries were so backed up by the bad weather in December that many ran out and couldn't shop around in spite of delivery 'guarantees' in the contract.
Keep an eye on the price of crude oil as an indicator of what to expect. Problems in the Middle East (Libya etc.) are definitely pushing up the price at present. There is trouble brewing in Azerbaijan and this is a big oil supplier to eastern Europe. If this flares up the price of crude will go up to $150 (currently around $120) so the price of fuel of all sorts will also jump.
However, if the price of crude drops, it could be the best time to fill up.
try:
http://money.cnn.com/data/commodities/http://www.bloomberg.com/markets/commodities/futures/http://www.bbc.co.uk/news/business/market_data/commodities/default.stmDon't worry about the difference between West Texas intermediate and Brent (different grades of crude oil) or Spot prices versus Futures. Just pick one or two as reference values and go from there.
It's pretty clear that the price of fuel isn't going to drop much for the next 3-4 years. Any disasters and it will go up. After that it may drop as the oil companies cash in on the current searching for new oil fields and their development is completed (takes at least 4 years). Then it will go up again.
