From what I gather, the gas station that was used for Big Ed's, located in Fall City, WA, closed not long after the show first aired in 1990. The gas pumps were taken out and the building underwent several drastic changes of business and architecture (one incarnation was a windsock store). Last I checked, which was August 2008, the building was still occupied by Stone Age Rockworks, a stone and tile store. Below, a good example of the contrast between the original cloudy, rainy Washington locations and the sunny, dry California locations used for the rest of the show –Big Ed's Gas Farm from the pilot, then from the series:
The house next door, a private residence used as Ed and Nadine's, was not affiliated in any way with the gas station, but it was a rather ingenious idea to connect the two for Twin Peaks. It seems a logical pairing.
The location they used as the gas farm in California is actually Newcomb's Ranch Restaurant & Bar located far up in the mountains north of L.A.. Driving up there was probably one of the more "Peaksy" experiences I had in California as the mountains were incredibly misty and moody that day and there were nice, tall conifers everywhere.