It is interesting how people think they know the answers. Let's break down what oil viscosity means, and how it applies to engine use. First of all, "thicker" oil is NOT physically thicker. It is more like being more "clingy". The actual measurement of the oil molecules is pretty much the same whether 20 weight oil or 40 weight oil. It is the additives that make it thicker or thinner.
Let's use 5W30 as a reference. The 5 represents how thick the oil is cold, and as a reference, "not thicker than 5 weight oil at -40.". The "W" represents winter cold starts. So at this point whether 5 weight or 0 weight, 0 weight would give better cold start protection. The 30 represents "not thinner than 30 weight oil at operating temperatures.
The only concern for newer engines would be how the systems sensors, actuators etc would work with the different oil viscosities. For example the VVT actuators may not work as well with the different oils. Trying won't hurt except to hinder performance and fuel economy.
If you want to research, check websites that explain oil technology and be very wary of forums from people who want to give you "good advice". My advice is, if you are not sure, use manufactures recommended oil and oil change intervals.