Even without the ultra low sulfer fuel you should use an additive because US fuel is much better now but its still not up to Euro standards.
You need the additives to keep the fuel pump lubed (the pump "IS" the engine), keep the injectors clean, and improve Cetane rating.

PowerService is everyone's favorite...it comes in a silver bottle for summer driving (high in Cetane) and a white bottle in winter (more anti-gel additive and protection against cold).

Most stores like AutoZone sell it in the quart size for about $5-6 a bottle.
Sometimes PepBoys, Autozone, and the others will sell the gallon size too.
There's also some stuff by a company called "Redline" labeled as a 'fuel condition' and it is also good.  Lastly, the other favorite with folks is the product by Stanadyne called "Performance Formula".

(paraphrased from Ultra Low Sulfur Question on Yahoo groups CinciTDI message post)