a lot depends on your driving style, usuage pattern, operating temp, drain interval and budget.

0w40 great for late model engines, and Euro high output engines with flexible drain intervals that specifies long life oil demands it, but $$$ and doesnt work any better in our B series than say a 5w40 or 10w40 oil. 0w40 oil great for fast circulation at low temps and fills hydraulic tappets very quickly which your engine doesnt have. I use the 0w40 castrol edge in my AMG Merc which is well suited to it, you are better off trying the 5W30 Castrol Edge and see how that fares. If it doesnt burn any oil after 5000km then keep using it, if it does try Shell Helix Ultra 5w40 and see if that improves. 5W30 would give you the least drag and best throttle response out of the commonly avail/affordable oils you can buy off the shelf. In our b18c7 dc2r I tried castrol 5w30 which burnt about 300ml after 5000km when moderate daily driving and then tried Mobil 1 5w50 which burnt about half that in 5000km and about to try Motul 10W40 300v next to see if it's much different.

I use Castrol 10W60 in my eg5 B16a which I track a lot, it's thick and you lose a lot of throttle response in traffic but best protection at high load and temp conditions at reasonable costs and easy avail; if I use that mainly for road I would use a syn or semi syn 5W40 or 10w40 and change every 5000-7500km.