When I had my 2000 F250 7.3 diesel, every mechanic I talked to recommended Rotella so that is what I used, with NAPA "gold" oil filters.
With my 2008 F250 5.4 gasser, it is still under warranty so I use the owner's manual recommended Motorcraft "semi-syn" oil from... Walmart! Cheaper than NAPA (and NAPA near me doesn't carry Motorcraft oil), and comes in the 5 quart large bottles - why NAPA doesn't have those I don't know. I also use the Motorcraft oil filters bought from Walmart. When warranty runs out.. I may just continue with the Motorcraft products, because from Walmart they are very affordable.
My other vehicles I pretty much use whatever is least expensive as long as it meets the owner's manuals requirements. Some of the reviews of oil filters are scary (some name brands being junk it seems), so I try to get "good" filters as far as I can tell.
I change oil at 5,000 miles. Fits in with most owner's manuals requirements, and is a nice round number to keep track of.