I personally would CHOOSE to run 0W-30 in any of my vehicles rated for 5W-30. To me it's the obvious upgrade since it provides better cold start performance AND the same, all else equal extreme temperature performance.
Fixed that for you.
But, agreed. I run my car on 0w-40, for the cold start decreased wear. I run German Castrol, because it's BMW LL01 approved (unlike M1 0w-40, as of a couple months ago). I run the 0w-40 because it splits the hot thickness between the two weights BMW specs (30 and 60, but the 60 shears to a 50 almost immediately) and I am unlikely to ever track the M5 (where the TWS weight could become necessary).
All else equal (not necessarily the case, but for the purpose of discussing oils weights in isolation), a 0w-30 provides superior performance in lower temperature cold starts and equal performance at operating temperature. It is not, all else equal, any thinner at operating temperature (common misconception).
A thinner oil (e.g. 30 weight) actually provides superior wear protection than a thicker oil (e.g. 60 weight), right until it (suddenly, catastrophically) doesn't. A thinner oil also improves fuel economy and horsepower. The best oil to run is the thinnest you can get away with, but never exceed, for your usage set. Then, weight selected, get one that's approved for use in your car (for BMW's of our era, that mean LL01 approved, which it'll say on the back of the bottle).