I changed the oil in my '03 Acura RSX (K20A3 engine) at 5,000 miles with Pennzoil 5W-20 (the owners manual specs 5W-20). At about 10,000 miles I drained it and filled up with Mobil1 0W-20 which is what I've been using ever since with 5,000 mile drains. I have not experienced any detectable oil consumption and I'm at about 16,650 miles. I bought the car new with about 40 miles on the odo and I've been driving it for two years now. Definitly not an oil burner.
My first filter change was with the Mobil1 M1-110 followed by a Purolator.
It might be interesting to note that my dealership just about had a fit when I told them I didn't want to do the first oil change at 1,000 miles, which is appearantly their routine, but to instead follow the owners manual's instructions regarding leaving in the factory fill for the first 5-10K.