I have also given up. Although, I've found creams that lighten the dark circles, nothing (and I mean nothing) has gotten rid of them completely. I also don't sleep well since I'm pretty much nocturnal but whatever. I've found a concealing method that finally works.
Step 1: Moisturize with a good eye cream. But not too much or your makeup will crease.
Step 2: I find my under eyes have a blueish tint to them so I use a pinky color corrector like Bobbi Brown Light Bisque corrector. Little bit just concentrated in the corner where it is more dark and blended out.
Step 3: The HG of concealers - MAC Studio Finish-NW20. Pat, pat, pat with your finger.
Step 4: Rimmel Stay Matte powder in translucent. I just push this on with a sponge. It adds a teeny tiny bit more coverage and sets all that makeup.
With this method, I have never had to touch up or had problems with creasing. And it covers well.