I have tried both and definately prefer Xen-Tan
One thing that sienna gave me was an incredibly bad itch and i have heard others complain of this, and the outcome colour was a bit too orangy looking.
Xen-Tan, one colour suits all solution is great and i have sprayed very pale people to naturally meditteranean dark olive skin types and have had satisfied clients. It smells lush and lasts a long time
As far as turning orange goes there is not one product out there that can guarantee you that you cant go orange, its purely up to the individual and how their skin reacts to DHA (however i think those that dont react well are few and far between)
Transform and Dark Lotion are great retail products. Their customer service and mailshots/offers are great
hth