I can't say for sure just yet but I've read that if you run the vehicle on Biosynthetic lubricants it'll get an increase in fuel efficiency, if what Donatos Pizza says about these lubricants also applies to cars:
Case Study: Pizza Plant Goes All In
I'm currently using a RLI (renewable Lubricants Inc.) 5w40 Diesel oil in my Suburban. I think it did make it more efficient, though at the same time I'm sure there was a little 15w40 left in it from before I put Mobil 1 5w40 in.