My '01 linear wagon gets better mpg with premium, but that's offset by the increased price per gallon. I didn't noticed any knocking with the middle grade stuff. I stopped using the middle grades though, because I noticed that the premium gives a much smoother idle at startup.
I run Mobil 1 syntec that I change myself. You can find it at walmart on sale for $19 for 5qts (sam's club is about $22 for six 1-qts). The premium Fram filter at $9 is better than the filter that saab uses (saab rebadges the mobile 1 filter that goes for $12.99 at pep boys). Walmart carries a comparable filter to the mobile 1/saab one for $7 (DG3614). I chose the $9 one (XG3614) because it's rated at 7K miles. I want to be sure my filter lasts longer than my oil between changes. I change the oil and filter every 5k-5500 miles. For saab to load you up with synthetic, they'll charge you $60, $30 for the semi stuff. I'll pass on that, since I run synthetic.
At 60k miles I'll let the dealer have it though, so they can run through the manuf maintenance list of things to check and replace.
Hope this helps
Boomer