probably the best oil is ELF (now Total)
if you have a diesel just make sure it has the C rating (compression ignition engine)
i think its CJ-4 or something now??? the old manual for the 1.6TD's said CD oil, and even had a sticker on the valve cover. i don't know if the non aspirated diesels had this warning though, as there isn't really the same problems as oil coking up in the hot turbo.
i'm currently running amsoil 5w40 100% synthetic (full synthetic does not mean 100% synthetic btw) diesel oil. it's designed for ultra low emission diesel engines, meaning it can cope with more soot due to EGR systems, but since my car doesn't have EGR, it just means i can leave the oil in longer. oil change intervals if used with the EA filter is about 25'000km or 1 year. i'm using that filter & their oil so i'll take it for a year. works out to be cheaper than doing regular intervals with dino oil, and is better for cold starts, and doesn't coke up as bad (if at all?).
other oils should net you good oil change intervals, especially mobil 1. i was using their 0w40 and 5w50 before this, and i noticed almost no oil burning with the 5w50 (my engine has a little piston slop, but new rings, and only burns oil when i go above 10 psi boost), but it didn't specifically say designed for diesel engines. it just had the compression ignition certification, which is what matters.
i just like the idea of using amsoils EA (absolute efficiency) filter. its a high flow filter that filters down to 15 microns, whereas other filters only go to about 30 microns. only way to get even deeper removal from 15 microns is through bypass filtration.