I worked in a shop for 9 years.
I haven't read all the responses, so some of this info has probably already been stated.
I know most people and even manufacturers say that engine break-in is no longer necessary in new cars, but I'm still a believer in it.
For your first oil change use a quality petroleum-based oil. This will help seat the rings better than synthetics will allow. After that first one, use a good synthetic from then on. I used to be religious about Castrol Syntec for many years, but recently they've changed their formula and it contains less pure synthetic lubricant. Now, I'm using Mobil1 until I find a clear winner.
You can actually go longer between oil-changes with synth too, so the double the price difference isn't so bad in the end. With conventional oil I would change mine between 2500-3000 miles. With synth, I do between 4000-4500 miles. Almost break even in the long run.
For the weight, use a multi-grade. Don't get a straight sae 30, for example. Your owner's manual will show the recommended weight. It's probably 0w30 in the winter and 5w30 in the summer. Remember, too, that going too thick does more than not lube the engine well enough because it's slow through the oil supply, but it will also affect horsepower and gas mileage. Thinner is actually better these days, but stick with what the manual says.