Mark,
I've run the two extremes in my car, a 0w-30 synthetic and a 20w-50 synthetic. A 10 tank average with the trip computer showed about a 4% gain with the 0w-30 (24 mpg, vs 25 mpg). I'd say you lose about 1% for every SAE grade you go up in viscosityh, so going from a 10w-30 to a 10w-40 costs you about 1.0%. Going from a 10w-30 to a 15w-40 would probably result in a difference of 1.5%. There is an additional fuel efficiency benefit to the low viscosity oil during the warmup period. If you do lots of short trip driving you will see more of a mileage difference between different SAE grades than if you do long highway trips.