I switched from Mobil 1 synthetic 10w-30 to Shell Rotella synthetic 5w-40 for diesels and my oil consumption went down. It's relatively cheap and you can get it at WalMart. YMMV but the engine seems to run ever so slightly better on it.

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'02 BMW 325i
'85 300D 450k
'93 190E 2.6 170k(killed by tree)
'08 Ducati Hypermotard 1100S 6k
'06 Ducati S2R800 14k(sold)