First of all look in your owners manual (The worlds most common BUT least read booklet) to figure out which oil to use both in SAE group and API/Acea category terms. If it says use an 0 or 5w20, think twice once out of warranty.
Stick to major brand oil companies like Mobil, Castrol, Shell group (Penn in particular), Liqui Moly and Valvoline, also if your engine has a turbo use a full synthetic, preferably a GTL (Gas To Liquids) or group 4 (Synthoil) base stock oil.
If you are burning or dripping too much oil, try Maxlife 10w40 OR use half a can of a major brand stop lean additive.
It's also a good idea to check the oil finder or guide page of the engine oil company web site for their recommendations, as OEM ones can change.