I'm a caulk nut, too. I've tried lots, I keep going back to DAP. The Alex Plus (white tube, blue lettering). I caulked our baseboard 12 years ago with it and painted over it afterward, not so much as a crinkle in it. You know how some caulk gets old and cruddy and you can grab a piece and just pull? Not this. I had to cut through it with a razor knife and then shave it off the drywall when DH replaced the trim/floor. And thankfully, it shaved right off, no gouges or ripping off drywall. And don't forget the gun! For years I used one of those cheapie blue caulk guns and it was painful and it jammed a lot. Then I got an orange "pro" gun at Home Depot for about $12. Holy cow, what a difference! It was like using the cadillac of caulk guns :D

Thanks Moonshadow. Alex Plus is what we use and most recently with the better gun! I guess I still have to blame the house and not the caulk...

This is a pretty good article on caulk, and they recommend an "elastomeric" caulk.

Caulk article

I discovered that it also helps to prime the areas first, caulk, and then prime again. This is helpful when you have two dissimilar surfaces, such as trim & drywall.