A chemist in the gasoline industry once told me that things work this way (in simplified terms):
Most companies (Chevron, Citgo, Texaco, others) get their base gasoline from the same refinery. For example, Chevron refineries might serve the Northern California area, and some other company (Shell?) might serve the Southern California area. Once the companies get the base gas, they add their additive packages that make Chevron gas Chevron, Citgo gas Citgo, Texaco gas Texaco, and so forth. Similar to profits, these things get mixed among different groups. So if you boycott Chevron in favor of Citgo, Chevron would lose a direct sale to you, but the higher demand for Citgo would mean Chevron would sell more base gasoline to Citgo (assuming Chevron is the base gas supplier). That's why, in part, those "boycott X-brand stations" ideas don't work. You need to decrease your consumption of gas instead.
As for Citgo, Citgo profits go to Venezuela for Mr. Happy Chavez and his cheerful band of anti-American socialists. Citgo is also anti-gun.