5w40 vs 10w40

I have a Volkswagen Golf, 2000, 58,000miles, 2L engine.
The manual recommends 5w40, but says that if you can not get 5w40 that 5w30 is ok. I live in Missouri and it has never been below 0 deg F in the last 4 years.

My question is; is it ok to use 10w40 regular oil or should I use 5w30? Or should I go up to synthetic and use 5w40? Because I have not seen any regular oil in 5w40.

Will using a heavier oil (10w40) cause my engine to wear more on cold start ups?

Thanks,
Darin