If I remember right from my automotive classes in school, the lower the 1st number is the more fluidity of the oil - the easier it is on the pump when cold. 5W-, 10w- etc.
The higher the last number the "better" the oil handles high temps.
That said... if your car burns oil, a thicker version (higher 1st number) might... might help with some of those leaks, maybe.
I'd go with a 5W30, if it were my car, in winter, and not burning oil.