I used Esso XD-3 Extra 0W-40 Synthetic (Canadian spec - now Mobil Delvac 1 ESP 0W-40) for the 60,000 kms I had my B6. My brother has the bike for 4 years now, using Shell Rotella 5W-40 Diesel Synthetic and after 10+ years, no leaks anywhere.
Lots of opinions on oil, in my opinion, Diesel Engine oils are a good choice for the Bandit. Be aware however, that the higher zinc and phosphorous levels are not good for anything with Catalytic Converters.