Sometimes it helps not think of it as oil getting thin as it warms, but rather how thick it gets when it cools. 0w-30 in the extreme colds, should be thinner than a 5w-30. So at operating temps, they're the same 30 weight oil, but as they cool one gets thicker than the other.
I don't want to sway you one way or another on brands, but I used M1 0w-30 for the past couple of years b/c I scored a good deal on it at the time so that's the one I've looked at more closely when people post info about a 0w oil. Check out the UOA section for M1 0w-30 test results, even in areas of extreme cold it performs way better then just "adequate".
Again, don't mean to sway you on a specific brand, so let me add this. I recently switched to Valvoline (saving my last 0w-30 oil change for the winter), and the engine is slightly quieter and slightly smoother at high RPMs than it was with M1. But that may be a placebo, or may be a characteristic of the oil, either way I have no reason to doubt that the M1 was protecting my engine just fine.