Most of the Mexican gas stations carry the low sulfur....I believe that there is a different sign they have for the ultra low sulfur....the last I read on it, it hadn't made it to many of the stations yet.....mainly available only in the major Mexican cities. I didn't notice a different colored sign even at the new Pemex out by the airport. The US has switched over to ultra low sulfur diesel. That's probably one of the many excuses the oil companies are using for zapping us on the price!
Check your owners manual....but I'm pretty sure your 2004 Superduty is a low sulfur vehicle....no additives required....I've been running the Mexican liesel for some time, with an occasional fill-up here in Phoenix....there is a difference in the exhaust when I stomp on it, and the turbo kicks in.....initially a bit more black smoke on the Mexican stuff.