For my Audi for example, they recommend 5w40, which is hard to come by at the local Autozone or Walmart.
First, find the recommended engine oil grade for your car. It can be found in your owners manual or you can search online at google. The best place to get information about your car online is at a forum site that is specific to your car, where other owners can help with your questions.
Elf brand 5w30, 5w40 etc were under $40 for 5 liters (free shipping over $50)
More info on Elf engine oil, here is a link to their site:
http://www.lubricants.elf.com
Ehow.com