Thinking about it I reckon I would say:

"I need some petrol, I'm off to the garage."

"Which one?"

"I'll go to the Shell/Esso/Total (whatever) garage."

On a Motorway I would refer to the Motorway Services or perhaps Motorway Service Station. They are rest stops with eating facilities, shops etc as well as petrol.

I would'nt speak of petrol station or filling station, the context would make it clear I was going to the garage for petrol. I am making this personal here because maybe younger drivers or drivers from other parts of the UK have different usages. We have absorbed so much Australian and American phraseology, some appealing some not.

The word station, I think, we reserve pretty much for train and bus stations and until relatively recently it would have been only trains. Buses would be found at the bus depot.