Being arrogant, but not in a too serious way, but in a funny way, is damn attractive. So I tried to google some cocky funny examples, and the first one I bump into is this:

You: Tonight is your lucky night

Her: Oh really? Why is that?

You: Because you finally got to go out with me

Her: Sure! (if you said it right, she's going to be smiling by now!)

You: But no touching - I do all the touching!

http://www.sosuave.net/forum/showthread.php?t=16966

I researched a bit, and many of the cocky funny examples have to do with the man playfully telling the woman to not touch him, or telling that she's not getting any tonight or such.

However, that totally doesn't work genders reversed. It's only funny because it toys with the setting that the man is a predator and the woman is a prey, suggesting that she is actually the one trying to get into his pants, ha ha.

The other way, it's just not funny. I'm not into jerks, so if I said "no touching", my type of a guy would say "err, sure, no problem", and he'd think in his head "does she think I'm a jerk or something??". And if I tried to say "no touching" playfully, that would be just a stupid "I say no but I mean yes" game. I'm not into that, and my type of guys are not into that either. So that would just be a turn off for them.

I can be cocky funny in work context (we geeks are often arrogant but in a humorous way, not in the look-at-me-I'm-alpha way), but I have very little clue about how to be cocky funny in pickup / hookup context. Do you have any examples / stories to share? Or comments about the philosophical background of cocky funny?