Well, I live in the middle of nowhere (pop. 1500) but it so happens that our house is right next door to the gas station. The gas pumps themselves are probably about 25-30 feet from our front door. I admit I never thought of health hazards beyond the obvious (occasional gas fumes). If you find out anything let me know.
Locally (Maryland) there have been recent issues with gas additive leakage and water contamination. Do a goodle search of MTBE (the additive) and groundwater. and take a peek at www.environmentalhealthnews.org --- I *think* the issues are with OLD stations and storage tanks, but you should definitely check it out!
In my new issue of Carbusters, they cite a study from "Occupational and Environmental Medicine" that children living near gas stations were 4 times more likely to develop leukemia because of exposure to benzene. You should be able to call around to university libraries to find soemone who has the journal, if you can't get it online.