Updated on 8th january 2013:
Fixed stations names to prevent game crash, beware that stations names must be 30 characters or less, thank you to shizuka_naru_sh for pointing that out.

Since it is now part of Grand Theft Auto Ultimate Vehicle Pack V10 (http://www.gta4-mods.com/vehicles/grand-theft-auto-ultimate-vehicle-pack-v10-tb-f18911)
and it is tanking to much time to add all features itended, I feel it is now time for a release.

Installation

Download and install an asiloader of your choice, although this mod may correctly work with dsound.dll, xlive.dll is recommended.
Copy the contents of 'GTA root' folder to your GTA IV main directory (tipically C:Program FilesRockstar GamesGTA IV).
Scripthook already included.

Updates from version 1

-new code added to allow fuel consumption by helicopters and boats, and added 2 new stations type for both new vehicles types
-vehicle fuel data is now retrieved via car's hash code or name, hash code beeing prefered (especially usefull for added cars support);
-added a STARS parameter for all stations types, makes so that the player will have a minimum of the specified stars upon refuel (combine with price at 0.0 to emulate fuel stealing);
-removed possibility to save cars (due to the fact this was not working correctly for many people, it is removed until a solution is found);
-a better way to solve the run out problem than just leaving the car (cell phone may be usefull);
-refuel code updated and more stable;
-rewritten gauge, will allow a more reliable fuel level display, and features low fuel flashing gauge;
-added a low fuel level warning sound (volume is not contoled by game volume, only by system volume, so be aware of that).

Things to notice

-a lot more to be added, so more updates maybe uploaded soon;
-sorry about the new stations locations, but I simply don't have time to fly around and find good spots for them, feel free to add yours in the comments.
-the refuel code was partially rewritten, changed money debt scheme to work more as intended;
-save car function is beeing tested and developed for Car Alarm script for now, so checking that for error reporting, might help to add the feature here aswell;
-due to a techinical issue, the helicopters consumption algorithm is diferent from the other two, this may cause expected weird behaviour. For instance, setting up GAMEPAD=true, may still not work for non Xbox360 Controllers. For those who use a keyboard setting GAMEPAD=false, should result in no problems. (SlimDx.dll handles Xbox360 Controller, but it is still required when not using one. If you already have SlimDX SDK, SlimDX.dll is not required);
-if you have added cars (not replaced) you may still use exclusive fuel data for this vehicles, for this you just need to use the vehicles's hash code instead of the vehicle name. To be sure about the hash code, open the ini file, and add under [DASHBOARD] the line 'MODE=dev', start GTA and you should have loads of info on screen including the current car's hash code. Use the hash code in the same way as the vehicle name is already used in the ini file. You can use the dev mode to be sure the correct values are being loaded aswell. When in dev mode pressing the Q key forces the ini file to be reloaded.
-be aware that more things maybe included in this release, if their not described here or on older versions, then they are not finished yet.