No disrespect but today normally the lighter the oil the better protection. The only exceptions would be if the weight of the oil is so light that it breaks down under excessive heat, pressure, or some contaminate and the synthetic oil will not do that in a normal personal vehicle.
Think of it this way. I will exaggerate to make the point. Take a can of STP and a can of 0w-20 synthetic. Cut 4 pieces of cardboard and put some STP on two of them and 0w-20 on the other two. Now rub the 0w-20 pieces together and then rub the two STP pieces together and see which one is harder to slide.
Of course the 0-20 is easier because there is less friction. The same principle applies in an engine. As long as the oil is not too hot and losing its ability to protect the thinner the better.
The 0w-20 synthetic is good for up to 400 degree "F" and down to -50 degree "F" with protection.
In your case using 5w-40 you are actually doing harm to your engine especially at start up when the oil is not pumping yet and is cold.
5w-40 synthetic is only good to about -30. That means on cold start up regardless of temperature the oil is thicker than it should be and it does not protect as good as an 0w would. So in the end you are losing MPG and causing added wear to your engine by using 5w-40. So thicker is NOT better in your case or most any other drivers case. Now on the race track under extreme pressures and heat it would be different. You would go for a higher viscosity for wear protection due to heat and pressure and not worry about the loss of MPG.
By the way, the first number is the winter protection number. The "W" denotes winter. The second number is the summer protection number and does not mean higher protects better. Only that it will hold up under higher temperatures and pressures. The thinner the oil the better the protection as long as it is not breaking down and I assure you your oil is not getting 400 degrees so you absolutely do NOT want 40 weight summer oil.
I strongly suggest that you run what the manufacturer calls for.
Here is a link with some explanation.
http://www.toyota-4runner.org/gener...r.org/general-discussions/68847-why-0w-20-synthetic-oil-explanation-inside.html