You should only use the oil specified by the vehicle manufacturer.
I've never heard of 5W-20, but the lower number, the "winter" rating, tells you how thin the oil is when cold. the higher number, how thick it is (its viscosity) when the engine is hot.
Thinner oils are more efficient and improve economy.
I wouldnt use an oil thats too thick at operating temperatures, unless of course its a very old engine.
If it says use 5W-20 (is that correct?), then use that oil.