"Thicker" is not necessarily better. You need a "Thin" oil appropriate for your starting temperature, and the higher value as recommended by the maker. All being well, the engine should reach the same operating temperature no matter what the outside temperature. That being said, for some brands of oil, there is often not much difference between 20 and 30 grade; you need to check the spec. sheets to determine the true viscosity reading.
See: Motor Oil Viscosity Grades Explained in Layman's Terms
For example, a given 20 Grade oil might have a viscosity of 9.0 cSt and a 30 Grade might have a viscosity of 10.0 cSt. -There's only about 10% difference, not 50% (30/20). I found a similar "borderline" question when topping up my engine oil (10W-30); I had a suitable 10W-40 oil that only differed in viscosity by 10%, so I used that, rather than hunting for 10W-30 and paying a high price for the single litre.