How to deal with an arrogant cocky guy in a classy way?

You should just drop hints like in teasing ways that you dont like cocky guys, that it turns you off when a guy acts arrogent, that you would never date a guy who acted like he was the ****, that you really think poorly of guys who act like that, etc. He should get the hint and if he likes you he may try to tone it down a bit. He probably LIKES the fact that you arent falling all over him, just treat him like a normal person.