Citing technical documents already referenced here, I'd have to agree that thicker oil does lead to less component wear over the life of an engine. For the average driver, however, the wear resulting from OEM-recommended 20 weight oil will be so minimal over 150,000 or 200,000 miles that it will really be of no consequence.
Fuel dilution will also come into play more with thinner oil for habitual short trip drivers. However, I believe this will also be of little consequence over the life of the engine, in most cases. To prove this either way would be a very tedious and very expensive experiment.
Where the real difference will come into play -- at least what I'd wager if I were a gamblin' man -- will be for "pedal to the metal" drivers who run their engines hard. I'm convinced that those engines will see more significant wear with 20 weight versus 30 or 40 weight oil, over the life of the engine.
For the drivers who flog the throttle on every commute, a worn out engine at 150,000+ miles will not be attributed to using 20 weight oil in most cases, so the point becomes moot.
However, will the sporty driver who runs 30 or 40 weight oil have a stronger engine at that mileage? I think we can say, with certainty: YES.