Just so you have a list right in front of you…
Omitting the schools you have mentioned – Princeton, Penn, Vanderbilt, Lehigh, Tulane – here is a list of 30 elite private schools, both universities and LACs. Find some your parents also like and use them as a means of easing them away from Penn/Princeton and toward Vandy/Lehigh/Tulane. And who knows, you might really like some of these for their own merit, too:
Yale
Stanford
MIT
Williams
Amherst
Chicago
Columbia
Swarthmore
Pomona/CMC/Harvey Mudd
Caltech
Duke
Northwestern
Dartmouth
Brown
Cornell
Johns Hopkins
Middlebury
Bowdoin
Carleton
Haverford
Rice
Emory
Notre Dame
Georgetown
Carnegie Mellon
Vassar
Wesleyan
Tufts
If they seem dead-set now on Penn and Princeton, and you want to move them away from that obsession… you have to find some other schools they like. Once the Penn/Princeton wall is broken, maybe you can begin to warm them up to the schools you really like. But first, you need to convince them of some other schools that they like, and which you might like too.