Another old thread I'm revamping, but I've been running Shell's Rotella T6 motor oil for a couple years after switching from Mobil 1. When I switched, I also went from 5w-30 to 5w-40. As mentioned before, the "5w" is for when your engine is "cold" (i.e. not up to operating temperature). The "40" is your oil's viscosity rating for when the engine is at operating temperature. Personally, I feel that when going from N/A to boost, the oil weight should always go up, on account of the increased temperatures (e.g. 5w-40, 0w-40, 5w-50, etc). Heres my reasoning for the weight of the oil I've chosen:

I live in San Diego, so our temps typically don't dip much below 60. So I'm able to run one weight all year. My weight of choice has been 5w-40 (as mentioned above). However, since I'm not running a restrictor on my JB turbo, my cold engine oil pressure is really high (roughly 70psi). So my thinking is that I'll start running 0w-40, since I need the 40 weight for operating temps, & the 0w weight to lower the pressure that will cause damage to the turbo's internals. This is purely theoretical, but it makes sense to me.