Your owner's manual tells you that you can run 10W-40 down to -4F. Also, look at the viscosity numbers on oil and pick an oil that's on the low end of the 40 grade viscosity range and it will typically shear to a 30 grade. When I emailed Mobil1 and asked for a recommendation for my conditions (short trips, Stage I, like to put my foot into it sometimes, etc.), they recommended their 0W-40. GC is also a very good proven choice.
If you look at the viscosity at 100C, you'll see that it's 13.5. Something like RT6 is thicker at 14.2. Amsoil Euro 5W-40 is 13.7. If you want to see actual viscosity at any temp, try a viscosity calculator. http://www.widman.biz/English/Calculators/Graph.html
Here's a uoa on Amsoil 5W-40:
Browse the uoa and PCMO forums at bitog and look at the WRX recommendations. A lot of 5W-40 recommendations. And I like this email from Royal Purple about 0W-40 vs. 5W-40:
Unless you are consistently operating this vehicle in 35 below zero weather the Royal Purple 5W-40 (part #01540, quart bottle) will likely be a better choice for you. The 5W-40 is the only RP street oil since the reformulation that still has the Synerlec formulation included. The Synerlec was not able to be used in the 0W-40 formulation but was able to be used in the 5W-40.