First of all, welcome to Basenotes.
I'm not clued up on Vanilla perfumes as it's a note I can't stand to be honest, but my girlfriend likes Vaniglia del Madagascar by i Profumi di Firenze, which she says is a sexy warm vanilla fragrance. It's also EDP strength and long lasting.
There's also Zenzero by the same company which adds white ginger to the vanilla, probably classed as a gourmand fragrance. Vanilla is hugely popular, so you'll certainly get some replies on here.
If you click on First in Fragrance I've asked the site which is excellent for samples and full bottles, to search for vanilla and musk. As you'll see there are loads to pick from, depending on what other notes you like in a fragrance.