It's probably just me, but I've always used the cheapo Exxon one. If you're wondering, yes, engine on f150 has 300K+ miles and still runs great. Tranny is another whole mess though.
I actually never noticed this, but a while back, went to a Advanced auto parts, and the guy was showing me that they had some Shell oil on sale, but then the manager comes and tells me that if I was going to buy a Shell oil, to just pick up the "advanced auto" name brand since it was the same thing and even though Shell was on sale, it was still more expensive than the Advanced. Shurely enough, looked in the back of box, and both Advanced and Shell came from the same place. Heck, the advanced box even said "Oil processed by Shell Oi Refineryl"