First off, if you're considering distilling alcohol, keep in mind moonshiners did their business far from the house, usually by a stream, not just to escape the eyes of revenuers, but also for safety reasons. A home still can't be left unattended. They aren't exactly inexpensive, either, so you need to factor in the initial investment, as well as the legal limitations on how much alcohol you can produce, against potential savings at the fuel pump. Plus, distilling ethanol takes time and has a characteristic odor, usually described as unpleasant.
Aside from that, all of the people I asked admitted they would taste-test what they made in the still. In addition to running a risk of poisoning yourself with normal by-products of the distillation products, stills not designed to brew alcohol for consumption may contain lead-soldered joints or use other materials that can contribute toxic metals into your home brew. If you distill ethanol for fuel do not drink it.
Finally, keep in mind using the ethanol may require some tweaking regarding your vehicle, and getting a proper mixture with your gas and possibly other additives. Can you save money using ethanol? Yes. However, I think for most people the expense, risk, smell, and trouble just won't be worth the effort.
Make Moonshine (Ethanol) | Distillation Basics