I followed the FAQ that MykeW posted. I bought regular Rotella T 10-30. I am running it now and have only burnt about 8-10oz in about 1,500 miles. All of it burnt between 300 and 500 when I started to take it up in the RPM range. I plan on running 10-30 until the 5,000 mile mark and then possibly going to 15-40 RotellaT. After about 10 to 15 thousand I will switch to sythetic of some kind.
I changed the filter at 20miles. I did a full oil change at 100 and 1,000 miles. I will change about every 3,000 until 15,000 and see then what the oil looks like on longer intervals. The best oil is the one you like best for the most part. The only real deal is it has to be Diesel rated, so it traps soot. I would think that by 500 to 1,000 miles it is mostly broken in. I am thinking more than 10,000 to switch to synthetic to make sure the rings are set good though.
I maybe went over board on the 100 mile change, but I figure it can't hurt. The most metal shavings that an engine should ever have is when it is first wearing in is my thinking. All you will be out is the cost of the oil and filter if it doesn't do anything, but if it does you may loose some engine life by letting it run amuck through the engine...just my opinion.