My wife's CX-9 uses 5W-20, mainly because it's supposed to help improve gas mileage since it's a thin oil when it gets up to temperature. It's fine for our Pittsburgh winters. If you're really concerned about the cold, you could consider a 0W weight, but I don't think it's necessary.
With that said, I don't personally know anyone with a turbo car that uses 5W-20, it seems a little thin for a hot-running turbo, especially if you run hard and stay in boost a lot--I'd be worry about degradation. My last turbo Audi (S4) initially recommended a 5W-30, but I worried so much about my biturbos that I used 0W-40, as did most owners, since I like to get on the boost often.
Then again, if you're a gentle driver and stay out of boost, I guess I wouldn't lose sleep using a 5W-20 grade.