Can't go wrong with either Rotella T Synthetic 5W-40 or Mobil Delvac 1 Synthetic 5W-40. Delvac 1 is also sold in 4 quart jugs at Walmart as "Mobil1 Turbo Diesel Truck" 5W-40 for ~$23.00, it's the same stuff.
I have used Rotella T almost exclusively in my TDI every 10,000 miles, as that's what my local Walmart usually had. It just turned 215K. They just started getting the Mobil1 in again regularly, after a 2 years. It used to be "Mobil 1 Heavy Duty Truck" but, Mobil switch things around and now that is regular 5W-30 and it took forever for the "Turbo Diesel Truck" to come out.
I used to get my oil changes done at Walmart, until they raised the price, to $47. Used to be $37 for 5 quarts of Synthetic Oil and one of their off the shelf Fram Oil Filters. Best part was when you opened the Fram box there was an OEM Mann Filter inside.
. It was actually $2.00 cheaper for me to have them change my oil then for me then for me to do it myself, plus they filled the washer bottle and vaccumed the floor mats. It was a sweet deal, just had to keep a close eye on the TLE guy that had your car.
Oh well, I guess I am back to doing it myself, although.... for an extra $10, clean hands, clean floor mats, and a full washer bottle .... Might be worth it.