I've had three bottles of Tokyo Milk for a couple of years - Excess and Tainted Love from their dark line, and Dead Sexy from their regular line.
I find them nice, and the price is definitely right, but your point about them lying close to the skin is bang on the money - they don't project the way I expected them to. The marketing is just so ominous, and the short, sturdy poison-style bottles looked like they should contain something so potent that even removing the cap should be done with care.
I find the vanilla in Tainted Love to be a little synthetic (it's got that plastic smell I get from a lot of vanillas) but the soft woods in it make it a very nice wearing fragrance. I also thought the patch in Excess to be a tad astringent/metallic at the start, but once it settles down, the woods in this really make it shine.
Dead Sexy is a damn good fragrance, too, if you get the chance to test it. Talk about a compliment getter!
It lists similar notes to Tainted Love, but the two are very different - the vanilla is much softer, and the florals a little more prominent with a lovely, almost honeyed wooden base. I just wish it were stronger, but I think its levity is part of its appeal. Who knows, perhaps Tainted Love was a darker and stronger reinterpretation of Dead Sexy. I prefer the lighter juice.