My last oil change in my Mustang (11-15-2014), I switched from Motorcraft 5W-30 semi-synthetic to Mobil 1 0W-30 full synthetic. It appears to have made a slight difference in cold-weather fuel economy. I made it through this past Winter without dropping below 30 MPG.
Also, I switched my truck from conventional 15W-40 to synthetic 5W-40 last Fall. It starts much more easily in the cold, and I've gotten over 20 MPG with it for the first time ever. Oil consumption has increased to about a quart/1500 miles. Not complaining - 295K miles; original engine & clutch.