I'm going to -1 on Pi since I think it's pretty warm and open and harmless, nothing at all dark and mysterious about it.
I'm +1 to Bvlgari black although longevity's not great.
+1 sort of to Ford Tobacco Vanille. Good vanilla, somewhat dark and serious.
I'll add (I don't know how nobody's mentioned this one yet) - L'Occitane Eau des Baux. It's a mix of incense and vanilla. To me it's exactly what you're looking for. It's great and cheap.
oh, also maybe Serge Lutens Gris Clair. Basically a smokey lavender with an amber/vanilla base. i'm just plugging it becuase it's a favorite of mine. i think it's along the lines of Diamondflame's Jicky suggestion but a little less complex and a little more smokey/dark.