I have used Mobil 1, 15W-50 year round in all my cars with no starting or other problems for the last few years. I am presently looking to put Mobil Delvac 1, which is a 5W-40 grade, in my Diesels based on the information I have gleaned from this site, but only because it is specifically constructed for dealing with the Diesel combustion products that make the oil black in a few minutes of operation. I will continue to run 15W-50 grade Mobil 1 in my gas cars.
I am about to turn in the C230 Kompressor/Sport at the end of its lease and pick up a 1988 300E with a manual transmission, just under 100K miles. I will convert all of its lubricants to synthetics (I like using Redline's transmission and differential lubricants), and will likely run 15W-50 Mobil 1 in that car as well.
I do not see the same sustained cold weather you do, however. I live on the Long Island Sound shoreline in Connecticut, and we get relatively few periods of below 20 degrees Fahrenheit that last for more than a few days. In your climate I might consider the 0W-40 grade if it was available. I have yet to see it on a Mobil station shelf, or in Walmart, Target, PepBoys or Autozone. Since the 0W-40 is an all year blend as well, I would leave it in all year unless I experienced some kind of problem I could attribute to the change in oil grade. I really only picked the 15W-50 because it was available and covered the temperature range I drive in, and have continued to use it because it works well.
Hope this helps you. Jim
1986 Euro 190E 2.3-16 (291,000 miles),
1998 E300D TurboDiesel, 231,000 miles -purchased with 45,000,
1988 300E 5-speed 252,000 miles,
1983 240D 4-speed, purchased w/136,000, now with 222,000 miles.
2009 ML320CDI Bluetec, 89,000 miles
1971 220D (250,000 miles plus, sold to father-in-law),
1975 240D (245,000 miles - died of body rot),
1991 350SD (176,560 miles, weakest Benz I have owned),
1999 C230 Sport (45,400 miles),
1982 240D (321,000 miles, put to sleep)