For most modern engines, I'd say an SAE 0w-30 is going to give you the best combination of protection and engine performance, including fuel efficiency. I haven't seen any issues in the ten years I've been using 0w-30, even in very hot climates. For an ultra high performance, European motor or a high mileage, worn engine, you could bump that up to 5w-40. I rarely see a gas engine that requires anything thicker than a 5w-40 for street use. Even air-cooled, Porsche 911 engines do fine with a 5w-40 grade.
Quite honestly, I don't understand people running 15w-40 oils in 5w-30 or even 5w-20 applications. All it does is hurt performance, cold starting and fuel efficiency. My thinking tends to run exactly the opposite way, ie run a synthetic that is one SAE grade LIGHTER than what's recommended for a petroleum oil in the specific application.
TS