Benzoin and Balsam Peru (sometimes listed as Peru Balsam) both have a vanilla like smell in them. Make sure to check usage rates on both - I think they are both considered to be sensitizers.
If you use a citrus, I would really recommend a folded citrus. Otherwise, I've never had it stick. Litsea Cubeba is a lemony EO, sweeter than Lemongrass to my nose and it does stick well. I agree that Ylang Ylang is a sweet smelling EO. I like it, but have found that it is a definitely love it or hate it scent.
I'm finding scent retention is tricky for EOs. I've figured out which ones stick for me, and I'm going to only be using those.