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There's more to the oil story than what is being brought up in this discussion. There are some hints at it, but....
As an engine gets "older" (by that I mean by use after new or a rebuild), components will wear. The suggested oil is the weight for 'most' environments, but that can change.
The W actually stands for 'Winter', not weight. The idea is that the oil has a different consistency when cold. Newer engines/manufacturers tend to recommend a 0 starting weight so that oil will move quickly when first started - as it was stated earlier, the most wear happens during initial startup (and then warmup).
However.... the more an engine wears during that startup, the tolerances can change. We're talking very small/minute amounts, but enough. A thinner oil may actually lose some pressure due to less tight tolerances - which can reduce the amount of oil running to the head (and it should be noted that oil pressure is usually based purely on - oil pumps ability to pump oil and the mains/rod bearings ability to hold pressure).
The next piece of the puzzle comes in with rings.... each piston has 3 rings - the top 2 rings are called "compression" rings, and the 3rd ring is actually a series of parts, but is the oil ring. The oil ring's job is to scrape the cylinder wall on downstroke removing oil - to keep the oil out of the combustion chamber. As time goes on, both the effectiveness of the oil ring and the cylinder wall condition can change, and thinner oil can get by. This is what 'burning oil' means (you can also burn it via PCV systems, but that's another discussion and the weight of oil really wouldn't matter much if you're blowing oil through the PCV in large amounts... and the last place oil can get into the combustion chamber is through the valves/valve guides/seals.... Toyotas are pretty common to lose valve guide seals to the point that you get a nice little blue puff when cold - because oil seeped past the valve guide seal while sitting and cold.... that would also be similar to wear of the engine).
So as an engine wears, it's still a good idea to consider a thicker oil as time goes on. Oil is also rated at certain 'levels' of standards. Once your car is a few years old, it's already behind in oil technology. This is what the SL, SM, SN (etc) rating/lettering means. Every oil on the market has to meet current standards (and when the standards are about to change it's common to see 2 oils on the shelf with different standards). As an example - my old IS300 I believe called for SG... and when I went to do the first oil change, SM and SN were on the shelf.... meaning they exceed the standards of the manufacturers.... so in many ways you can at that point toss out the notion that "Valvoline is better than the store brand" (and to be honest, almost all store brands are just repackaged/rebottled versions of name brand items anyways).
My ~340k miles AE95 I use 20w50. My 295k mile FZJ80 I use 10W40.... the FJ40 (with a late 70's 350sbc) will get 10W40 to start off with (and will watch it). The IS300 got 10W30 when I had it. I don't buy synthetic. I usually buy whatever is the cheapest on the shelf.
These choices are based on oil consumption (the amount burned between changes), leakage, and general behavior. Following exactly what the manufacturer wanted is a great idea when the car is still new.... but as time goes on, it's good to know what your car is doing and to make choices based on your vehicle.
1) 1993 3X Locked FZJ80 Land Cruiser 2) Frame-off "Rusto-Mod" FJ40/350/350 3) 1987 4x4 Suburban 4) 2014 Prius C