I use a diesel formula -- I read somewhere meeting certain diesel specifications (Caterpillar, I think) requires low consumption properties. I use Shell Rotella Dino 10/40.
I have also had good results with Lubro Moly Motor Oil Saver.
http://www.etyproducts.com/lm%202020%20-%20motor%20oil%20saver%20+%20pic.htm