OOoh yum.
Sephora has LAVANILA perfumes, which actually has a few different kinds Vanilla grapefruit, Vanilla Lavender, Vanilla Coconut, and Pure vanilla.
Pure Vanilla probably is that warm vanilla scent your looking for.
LAVANILA also has body butters i think. The perfumes run for about $14 - $58 US depending on size.
If your looking for a cheaper alternative i'd try walmart or avon, drug stores possibly. I know Calgon which is sold at walmart, I do believe drug stores aswell made a Warm Vanilla scent, I have one in a smaller bottle but I havent seen it since a few years back. But i bought one from Avon, which is a body spray, very similar to calgons, and it smell great. At avon they have an entire warm vanilla collection.
Hahah, I dont know if that was too much info or what, but I too, am a vanilla lover.