OK, have I got the fragrance for you! Andy Tauer (creator of L'Air du Desert Marocain) has a new scent coming out any day called Incense Extreme. It is a heavy duty frankincense with some orange and spices. I believe it is perfume strength. This is your long lasting incense. It will be available at Lucky Scent when he releases it. Keep an eye out for it.
Like you, I have been very disappointed with many incense scents because on my skin they fade almost within an hour...including CDG Avignon. I also wanted more sillage. Oh, and if I remember correctly, Goutal has several incense scents coming out soon as well. Good news for us incense lovers.