I don't think a sponge cake would be dense. It shld be light.
I make the Baking with Julia (Childs) book genoise. Maybe you do have the right recipe. You have to be careful when you mix it, though, so that you don't deflate the foam.
I don't think they're that moist. They're supposed to be elastic and dry, and light. "Sponge" so that it can absorb the flavored syrups that this type of cake is usually brushed with.
http://en.wikipedia.org/wiki/Génoise_cake
Regular genoise and ladyfingers:
http://video.pbs.org/video/1174158883/
Layered chocolate genoise raspberry ruffle cake:
http://video.pbs.org/video/1174161648/
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