One extra caveat that I've seen come up on a fan card or two:
Be careful with text like "While this in play X". By convention, this indicates an effect that doesn't happen as a result of the card being played, so the duration cleanup rule doesn't come into play.
For example, lighthouse still gets cleaned up after your next turn, even though it would continue to provide protection benefits as long as it stays out. If lighthouse didn't give the +coin at the start of your next turn, it would get cleaned up at the first opportunity just like a non-duration card (of course making it completely pointless)
What this means is that if you want a permanent duration with only a passive effect like that, you should include some kind of extra wording or mechanism to keep it in play.