the thickest occurs when you mix 50:50 5w20 and 5w30. that's what i do, and the engines love it. that way you can buy what's on sale, and not have to pay through the nose. i often will use a synthetic 5w30 with a conventional 5w20, because the 5w20 conventional is already a group 2+. some people refer to this mix as a "scooby snack". it works well even for engines that call for 5w30, because you end up at the very thin end of a 30 weight.
in terms of just the straight 5w20, valvoline, or Napa (Ashland) is pretty thick. i'm sure there are thicker one, but i bypass the whole argument entirely by running a 5w25 - this results in a really awesome pour point, a good thin oil, but still robust enough to satisfy any worries that a 20 weight is "too thin and watery". Just be sure that both oils are of the same manufacturer and both are SM, and then there are no worries. if i plan on a really long OCI, and it's a long summer holiday drive, then start with a 5w30 synthetic. it will shear down to the 20 weight range by the time you're ready to change it out anyway.
I thought Motorcraft 5w20 was close to a 30 weight. If you want a thin 30 weight, I think Havoline DS is the ticket. I think the numbers look something close to below.
Havoline 5w20 8.0
Motorcraft 5w20 8.7
Havoline 5w30 9.7
If you want to go a bit thicker, maybe try M1 0w30 Advance Fuel Economy. It's designed to flow easily through the engine and should offer the best of both worlds, cold performance and a bit thicker at operating temps than 5w20.