In "Heavy Fuel", Mark Knopfler ironically extols the virtues of such conventionally frowned-upon vices as cigarettes, hamburgers, Scotch, lust, money, and violence.
The phrase "You gotta run on heavy fuel" is from the novel Money by Martin Amis, on which Knopfler based his lyric.
Last time I was sober, man I felt bad
Worst hangover that I ever had
It took six hamburgers and scotch all night
Nicotine for breakfast just to put me right