I think fastbenz is offering very good advice. There have been several posts on this site regarding whether or not there is an oil consumption problem or not.
For me, I went through the same thing until I realized that 1) my driveway, where I will typically measure, has a slight incline from the garage door to the street 2) that the inline sixes seem to use oil somewhat quickly from about the full mark down to about the mid mark. I have read other people commenting on this as well.
I would never use a 0w-40. It is simply too light in my opinion but others reprot no problems.
We live in a fairly temperture climate where it rarely gets to freezing, lows mid to upper 30's at night (F) and during the commonly 65-70F during the winter.
Summer can get quite warm, above 100 is not uncommon multiple times during the summer. I have been using 10W-40 winter and 15W-50 summer. What I have noticed is both consumption and the engines seem to really like the 15W-50 oils.
The old 190e (87 with 220k miles) acted very differently when I first put in the 15W-50. Smoother and quieter right away.
'03 E320 Wagon-Sold
'95 E320 Wagon-Went to Ex
'93 190E 2.6-Wrecked
'91 300E-Went to Ex
'65 911 Coupe (#302580)