I'd be willing to bet than the current "10w30" oils are nothing but the old plain 30w oils.
A 0w30 oil will be more viscous at operating temperature than a 5w30 oil.
Ralph
I don't mean to beat a dead horse here but also don't like knowing someone will read the above and simply believe it.
Multi-grade oils aren't "old plain" 30 grade oils. There are tests performed on oils to measure resistance to flow at standard temperatures. Your 0W40's winter rating was measured to flow through the test equipment in 5 seconds at 0F, same as a 5W oil but with a lower pour point. Pour point is 5F above the temperature at which the oil will show no movement on the surface when inclined. Your 0W40's second number is the same idea as the winter rating; it's the amount of time it takes the oil to flow through the test equipment at 212F.
The reason you want to stay within the range you are most likely to see is increased protection across your normal OA conditions. A 0W40 grade oil does not provide the same level of protection at 0F than a 10W40 grade oil. The oil provides the barrier keeping fragile metal parts from slapping into each other, like a piston into the cylinder wall, pushrod ends seated in the rocker arms, and the rocker on the camshaft.
A 0W30 grade is not more viscous at 212F than a 5W30 grade. Both were tested using standards to achieve the same 30 grade rating.
So to make a long story short, choose your oil based on the environmental conditions you live in. If a 0W protected as well as a 10W at the low end temperature of what a 10W is rated for, 10W wouldn't need to exist. It doesn't though, and that's why we have many different grades of single and multi-grade oils.
Edit: To be clear though, you will probably never notice a difference between a 0W30 and 10W30 when used inside of the recommended operating ranges. Don't sweat it; if you want to run 0W, run 0W unless it's causing oil pressure issues.