Firstly, in decades past there was more need to move up a grade or more when running the engine hard - lube tech has improved substantially since then and that's not as much of an issue now. My dad would always go between 10w40 and 20w50 seasonally in the '86 Chevy K20 he bought new - an expert he's not, but that engine has 361,000 mi. on it and wasn't the reason he quit driving the truck in '08, so I don't think it hurt it.
If the owners manual allows/recommends different oil for severe service, then by all means follow it - heavy loads mean more heat and stress and the manufacturer knows when CAFE-induced oil weight recommendations need beefed up to keep the thing in one piece. However, with today's more resilient oils, depending on the engine and oil used it may be better to stay with the same grade and find a better quality oil instead.
For instance, my '85 GMC (454) had 77,000 mi. on it when I got it. I was 18 so of course I tried several different oils. Dad's recommendation was, "It's a big block, you need thick oil in it if you do much of any pulling with it or you'll be looking through it" but after one or two changes with Valvoline VR1 20w50 (for the ZDDP) I bowed to my better judgement and outside opinions and tried Valvoline 10w30 conventional with zinc additive. After seeing my idle oil pressure drop about 40% after not even 3,000 mi. on that I shyed away from thin conventionals and landed on Schaeffer's 7000 15w40, which I was very satisfied with for the next 35,000 mi. Then last year, after several years of casual learning about oils and debunking some myths I'd believed I decided to try Schaeffer's 7000 10/30 and am even more pleased than with their 15w40 - the difference between the two weights was immedately noticeable in engine feedback and throttle input, and after almost 5,000 mi. and some pretty tough hauls (one with a 31' travel trailer in 95* ambient temps that forced me to baby it to keep below 210*) my idle oil pressure is the same as it was at 0 miles and everything looks peachy otherwise. Point being, in my case a 10/30 with stout thermal and shear properties is just as good or better than a thicker but less stable oil.
