Men, do the rules of dating really apply?

I recently met a guy whom I really like. I think he likes me too. My girlfriends tell me to play hard-to-get and abide by the rules of dating. I am not easy, but I don't believe in playing mind games. I just want to be myself and hopefully, this relationship can flourish into love. Do men really want a girl who'll play the whole hard-2-get mysterious girl thing? I'm not desperate, but I believe in just being yourself.