if you have a healthy engine, then I do see why 0 would be a problem... I mean, in Florida, there really isn't any reason to run anything higher than 5 anyway. 5 weight is pretty much the "all year, all season" weight for Florida.
Unless of course you just don't like how the polymers have to "stretch" so far to go from 40 to 0 and back. But even then, you're going to be changing your oil again before that even becomes a problem.
If you really really don't like how thin it is, then get a case, and add a quart of Lucas to the mix. That'll average it out.
at 25 bucks, even buying the lucas you're still cheaper than what the part's store is charging right now for it.