From what I've heard from the pro mechanics (because I always ask...)
If you started with non-synthetic, stay with it. And for non-synthetic, it's not recommended to go above 5W-30.
If you started with synthetic, then you can, if you live in high-heat areas, go to a 10W-30. But still not really recommended. And/or if your engine has severe internal wear on it and you're getting oil "blow by" in the cylinders, you can up the weight a little to make up for the lower tolerances of the moving internals.
I started with, and have always used, Mobil 1 fully synthetic, 5W-30. I use a K&N oil filter. I get about 4500 miles on an oil change with that combo.
The Mobil 1 oil filter actually works a bit better than the K&N, but the 1" bolthead on the K&N makes filter removal a breeze on the 95 Duratec.
I've got 118K miles now and I've never had any oil-related problems.
