The Conoco by the airport is VERY overpriced!
There is a store by 88th and Highway 2 (it is on Frontage Road, which is right next to Highway 2). This is the closest that I can think of.
There is a few stations on 104th and Colorado, and then you can take 104th all the way to Tower Rd. and then from Tower to the airport. These stations are usually cheaper than at the airport and the one by Highway 2.