I usualy use about a 5W30, and when thay first came out with it I tried the 0W30, and had good results (better milage, quicker responce) But with 7 cars, and that grade being in thier upper end price wise I went back to the basic 5W30.
You can run much lighter weights with better protection, so you get better performance, and better milage, and changing the oil once a year (filter a few times a year) saves you some coin!
Hope that helps, but with any change, I suggest you do your own research and check it out for yourself. But I'm a believer myself.