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Second, you have to be more specific. What engine? Take a cruise on down the forum list and visit the 6.0 diesel forum, I'm assuming you have a diesel. They have lots of info in there and I'm sure some talk about oil. Start with the owner's manual, there's specs in there for oil weight and specification.
I personaly recommend Mobil 1, or Valvoline Extreme Blue either one in 5w40. While they are synthetics and not exactly cheap they offer quality oil that feed the motor and injectors. Add in an oil by-pass kit to enhance the oil filteration of the bad stuff.