It's too bad you didn't see much with the Thermage eyelid treatment.  It's very operator dependent.  It's hard to know if you were just unlucky or didn't get a good treatment.  Fraxel is not very effective for tightening but you'll get a little with it.

You didn't mention your age.  If you're over 40 the best laser for eyelid tightening would be an Active FX carbon dioxide fractional laser made by Lumenis.  You'll have some downtown though and be sure you go to experts.

Dr. Irwin