IMHO,
If you live in an extremely cold climate (ie below zero temps for more than a few days/year), I think conventional 15w40 is not the best choice of oil (ubless you have your truck plugged in the majority of the time) Synthetic 15w40 or even better a 5w40 (like Mobil Delvac 1) are preferred.
You may or may not notice the truck starting any easier, but it may sound a little quiter upon startup. Also if you perform oil analysis you will likely notice less wear. Again this applies if your truck is not plugged in before cold starts.
I'm not a fan of conventional 10w30 for use in the Cummins, even in the winter. If you plan on working the truck in the colder temps (towing or plowing snow) the 30 weight oil could shear down to less than 30 weight, and this may not provide as much protection as necessary. On the other hand, basestocks have gotten much better and this is not likely as big of concern as in the past.