I've been using a 5w30 synthetic. I'm not much of a brand purist, and the larger openings I'm starting to see on bottles annoy me because I can't just stick it in the opening and walk away to let it drain..
Just don't forget that these things take 6 quarts.
As the filters go, I'll be honest. I've never had a problem with Fram. Still, because I've heard enough about it, the last few have all been the Motocraft FL-820-S.
If you haven't done an oil change on yours yet, you will want to read up on it. Getting the filter out is something of an art. We used to have a good write-up on this, but it appears to have been lost in one of the forum upgrades.. You basically need to unscrew it, and dump it toward you, so the contents run down your arm.. Once you are properly scalded, there's kind of an "up and over" maneuver that will allow you to extract the filter from the cavity.
Most people unscrew the power steering line from the K Member before doing this, which allows the oil to flow out of a handy "spout" that Ford appears to have placed there for this purpose.