I used Shell 15W-40 once and the valvetrain noise on cold morning starts was unbearable! ( could have been the filter, but I am inclined to think oil ) And, I am in NJ - so it was not THAT cold -just around freezing. Since then I do not quite like the thicker oils so much...
BTW my oil consumption started about 160000 miles back, when the odometer was around 100000...
To Panzerman - I do not know if its burning or leaking, probably little bit of both. I do not see any stains under the car, but some parts of the engine are a little oily... When I start up I can smell the burning oil stink for a little bit but you can not see the smoke from the tailpipe...
To 97GTP - I have been doing 10000 OCI on synthetic for a while.