Disclaimer: I was a field sales/products application engineer for Shell years ago, and for 30 years, was one of two U S Navy Fuels and Lubricants Technical Officers, so I have a fairly good background.
The Shell company philosophy is not to make a product with dazzling specs, but one with the fewest shortcomings possible. I use Rotella T 15W/40 in both the motorhome (6.5L TD) and the van (6.9L NA, 150K mi.). The only alternatives I would use are Kendall Super-D 3 or Mobil Delvac 1300. I had an '81 Nissan Maxima 2.8L NA diesel, on which I put 275K miles; the only maintenance was a new set of injectors. My sister bought the car and put on another 300K. It's never been apart, still going at 700K. Super-D 3 30 the whole time.
Synthetic in diesels is a luxury, because the oil generally needs to be discarded due to contaminant levels and the depletion of the additive package long before the base stock is in danger. My opinion might change if it's proved that the ULSD cause less contamination (as I think it will). I change at 4K miile intervals in the motorhome because most driving is interstate. The van, every 3K.
To address Mark's comment about high consumption with Rotella T 15W/40: There are times when consumption will be higher due to heavy loads. This is usually desirable as it's usually from oil on the cylinder walls, which minimizes scuffing. I'm sure times have changed, but heavy loads with Delo back in my day caused other issues.
To sum up, any oil meeting CI-4 is more than adequate. CI-4+ is better, CJ-4 (Rotella T and Delvac), still better. This assumes changing at the manufacturer-recommended intervals, keeping in mind that most vehicles are operated in conditions the owners manual would define as "severe".
'94 Barth 28' Breakaway M/H ("StaRV II") diesel pusher: Spartan chassis, aluminum birdcage construction. Peninsular/AMG 6.5L TD (230HP), 18:1, Phazer, non-wastgated turbo, hi-pop injectors, 4L80E (Sun Coast TC & rebuild, M-H Pan), Dana 80 (M-H Cover), Fluidampr, EGT, trans temp, boost gage. Honda EV-4010 gaso genset, furnace, roof air, stove, microwave/convection, 2-dr. 3-way reefer. KVH R5SL Satellite. Cruises 2, sleeps 4, carries 6, and parties 8 (parties 12 - tested).
Stand-ins are an '02 Cadillac Escalade AWD 6.0L and an '06 Toyota Sienna Limited.