Amusing passage from J.D. Salinger's The Catcher in the Rye:

"She was dating this terrible guy, Al Pike, that went to Choate. I didn't know him too well, but he was always hanging around the swimming pool... and he was always going off the high dive. He did the same lousy old half gainer all day long. It was the only dive he could do, but he thought he was very hot stuff. All muscles and no brains... After we started going around together, I asked her how come she could date a showoff b****rd like Al Pike. Jane said he wasn't a show-off. She said he had an inferiority complex. She acted like she felt sorry for him or something, and she wasn't just putting it on...

"It's a funny thing about girls. Every time you mention some guy that's strictly a b****rd -- very mean, or very conceited and all -- and when you mention it to the girl, she'll tell you he has an inferiority complex. Maybe he has, but that still doesn't keep him from being a b****rd, in my opinion. Girls. You never know what they're going to think. I once got this girl Roberta Walsh's roommate a date with a friend of mine. His name was Bob Robinson and he really had an inferiority complex... But he wasn't a b****rd or anything. He was a very nice guy. But this Roberta Walsh's roommate... told Roberta he was too conceited -- and the reason she thought he was conceited was because he happened to mention to her that he was captain of the debating team. A little thing like that, and she thought he was conceited! The trouble with girls is, if they like a boy, no matter how big a b****rd he is, they'll say he has an inferiority complex, and if they don't like him, no matter how nice a guy he is, or how big an inferiority complex he has, they'll say he's conceited. Even smart girls do it."

Things ain't changed much since Holden Caulfield's time.
Actually, this now reminds me of David De Angelo's article about why intelligent men usually fail with women. It seems as if "smart" conceit is treated as arrogant and boring whereas "athletic" conceit is considered more "strong" or something.

What are your experiences?

This is all very true. Intelligence has never been, and never will be the main deciding factor in a woman's choice of a mate. As they say, "analysis until paralysis".

But I haven't answered your question. In the passage you gave, the guy sucked ass at diving, but was proud of it nonetheless. Conceit, by definition, is false pride. Therefore, the pride has to be real. And best attitude to have is a real, calm confidence, like nothing can go wrong.

Yeah... a calm (occasionally c0cky) confidence. Not arrogance. There is a difference, and believe it or not (most) women are not attracted to the latter.

'Even smart girls do it.'

This should be a proverb.

Of course they do. Even young girls do it, even old women do it, even your mother did it.

Lets see, it's 1951; basterd, muscular, diving guy who spends time on the high dive at the local pool versus nice guy, debate team captian, who will she pick?

Hmmmm,...

You know a great experiment would be to privately interview men in their 70's and 80's about their memories of women's intersexual behaviors when they we're teenagers or in their 20s and do a comparitive analysis of my own. Interesting.