Agree 500% with Jariel. I never chase anymore. It's simply not worth it, and a lot of girls will try to lure you into this crap - simply so they can play games or gain all the control. Ain't got no time for dumb *****es or grade school games anymore. These girls are usually insecure and crazy, anyway.
However, I don't act completely aloof, show no interest, or anything of the sort. Just don't chase, push, try too hard, etc. Let them do all the chasing. They enjoy it, anyway. They like a challenge, and knowing that someone isn't desperate, clingy, etc.
Chasing just results in bad decision making, and getting caught up in the challenge - instead of focusing on who the person actually is, and if they're even worth a damn. Some people get so lost in the chase that they don't even realize who they're chasing. They just like the chase, and assume that challenge = quality.
Another thing about chasing is, you don't know for certain if they even like you, and aren't just messing you around / attention whoring. This is how they accomplish that - by turning you down, and having you chase them for all eternity. Too many guys fall for this chasing crap - when all the girl is doing is teasing you and boosting her ego.
Chasing also lowers your status and worth automatically. Now, they are the prize. You are fighting for them. You lose their interest, and the game.
Some girls will purposely tease you because they have nothing going for them. It's the only way for them to keep someone interested. Once you find out who these people really are, and finally "catch" them - you realize that there was definitely no pot of gold waiting to be found at the end of this pointless treasure hunt. Just another dumb ***** feeding you scraps to make you think she was worth attaining. A dumb ***** is a dumb *****. Better to not get caught up in this garbage, and find out who they are right away.
This is why most girls who play games and prefer to be chased are horribly insecure and have low self-esteem. Nobody likes them because there's nothing to like. So, they try to cover it by playing crap games and messing people around - without getting too close. They also tend to ***** a lot, and are usually bitter / angry - without ever doing anything to make themselves productive or useful in any way. Pity the fools who sympathize with them, and assume there's so much greatness hiding inside of them - just waiting to come out. Ha ha ha.