I have a 2001 Mountaineer with about the same mileage. The 5w20 works well for it and our weather is probably about the same as yours. We use the vehicle to travel to warmer climates (Florida) periodically during the year with never any problems. Going to s full syn would work well but I would stay with the same viscosity. As to the oil filter I just use the standard one offered by Ford.

The Mountaineer is basically the same as the Explorer XLT with the exception of having full time AWD and the 5.0L engine. I might add, that even with that, we still average 21 mpg on the hiway with it. MPG has always been a pleasant surprise.