Do you have an owners manual. that will suggest the correct motor oil. But I would suggest a good quality single weight like 30W specifically made for Diesel Engines (Though I have seen more and more marine diesel manufacturers say its ok to use Multiwieghts like a 10W-30)
Make sure its for Diesels (You can tell its made for Diesels because it will have a API Service category rating on it like "CF" or "CG-4" When you look at the can of oil (as opposed to "SJ" or another "S" rating which is for gasoline engines.)
Here is a little write up on the ratings http://api-ep.api.org/filelibrary/ACF1E1.pdf
Go to your local Marine store and they should be able to set you up. Like the above said "Rotella" is a good brand for marine diesels.
The MOST important thing to do is to change your oil and filter often. Thats the easiest way to help your engine last longer. Every 50-100 hours and at least once a year before you put her away for the winter or store her