I have started using Sikaflex 1a polyurethane construction sealant to seal around my wall penetrations on FW. I started using this product on my house about 10 years ago and so far no failures and it still looks good as new. Adhesion and elasticity factors are really good, so it will withstand movement and sticks well. Started using on FW about a year ago with no joint failures. It comes in many colors.
There are a couple of downsides to the product. First, like most urethane products, it is a real mess on the hands and work surfaces. Second, it also takes a while to cure (moisture cure). Areas with low humidity may need a couple of light mists of water. The joints need to be mask with painters tape prior to application.
I still use Dicor products when it comes to the roof.