I've used the Mobil 1 AFE. I liked it, you could tell on cold winter mornings that the car ran better than it did with normal 10w-30 M1. Other than that I don't know if I noticed a difference. The only reason I got it is because it was $22 a jug. Now, though, they don't sell the 0w-30 in the stores here, just 0w-20. No idea why.
Also remember, the benefit of 0w-30 over 5 or even 10w-30 is only when it is cold. In the summers you may never get cool enough for it to have any benefit. If your car warms up quickly your gains can be negligible even in winter.