JAG,
After considerable testing in my Audi TT, I like the idea of using a shear stable, xw-30 oil that's just thick enough to meet the A3 and VW 502.00 specs for HT/HS viscosity, ie approx 3.5 Cp @ 150C. I've tried the thicker 5w-40/10w-40 stuff and haven't seen any advantage in terms of wear rates, oil consumption or subjective NVH.
I have a few more Amsoil formulations to test, including their Series 3000 diesel oil and 10w-40/MC oil. Once that's done, I'll probably stick with their S2000/0w-30 and maybe add a bypass filter if I can find the room.
TS