I did an orange creamsicle wheat a couple months ago that turned out really well. I used this orange wheat recipe here-- http://www.homebrewtalk.com/f70/orange-american-wheat-191944/
but only used 1 ounce orange peel and kolsch yeast. Then one Madagascar vanilla bean after primary fermentation for a week. The vanilla flavor was definitely dominate for about a month and had a nice creaminess and the kolsch yeast made it very clean. I would probably add more orange next time because 1 ounce was not enough to taste it and up the hops a little bit.