While I agree totally with the Rotella 15w-40, I don't know that I would tout the Dex VI. I feel that Transynd would be a much better synthetic choice in the tranny (also for the xfer case). This is for the older trucks ('01-'07). But, starting with the newer ('08 & up) I'm not so sure. As far as the front and rear differentials, I would suggest a good synthetic, i.e. Mobil 1, Amsoil, etc. in the GM recommended gear-oil weight.
If you want to go to extended oil drain intervals, you can step up to synthetic oil in the crank case, i.e. Rotella 5w-40 or Amsoil 15w-40. But if you are gonna change oil every 5000 to 7500 miles, stick with the Rotella 15w-40 dino. It's cheap and most importantly, available everywhere. Many Oil analysis results show that Rotella 15w-40 dino can go as much as 10k miles before changing depending on use and evvironmental conditions.
Jeff
"But officer, I ain't Speedin', I'm just flyin' low"
2001 Silverado 3500 Dually LS Ext Cab, 6.6L Diesel, Banks Stinger Kit, 4" Exhaust, VR Straps, Bilstein shocks, 255/85/16 BFG KM2s
2004 Suburban 2500 LT 6.0L 4x4, Bilstein Shocks, Federico front/rear sway bars
1996 Caprice 5.7L LT1, B4U Suspension, KYB shocks & Hotchkis sway bars, BMR RCA - alas I miss ya.
2013 Caprice PPV 6.0L