What a woman typically wants is a lack of neediness. They want someone who doesn't need them, but wants them. "Nice guys" are often very placating and needy, while the bad boys definitely embrace their masculinity and aren't needy. To walk the fine line, be "nice", but not at the expense of saying what you want (even at risk of rejection) and doing what you want. A masculine guy will put himself out there and not compromise his opinions, values and desires just to avoid being rejected by a girl...and women go crazy for it.
Here's a pertinent excerpt from the book "Models" by Mark Mason
The way to combat neediness is by opening up to vulnerability. If
you look at romance novels (which, by the way, I actually
recommend you don’t, unless you’re a masochist like I am), you’ll
find more or less the same story-arc in all of them. Strong male hero,
sometimes a bit of a “bad boy,” but usually a strong male who lives
life on his own terms -- i.e., a “doesn’t take shit from anybody” type
of guy. A female hero who pines for hero. They meet and at first
they don’t get along. Man is insensitive or there are just too many
barriers to them being together. But as the novel goes on, the male
hero’s flaws are slowly exposed, and he’s forced to accept them, and
(usually) with the help of the female hero, forced to come to terms
with his vulnerability. He eventually opens up his inner-most
feelings to her, becoming a strong bad boy, but with a heart, she
supports him and guides him, they fall in love and live happily ever
after (or sometimes someone dies tragically). The end.
Romance novels are basically pornography for women. There’s a
reason they follow the same general themes and story-lines the same
way real pornography follows the same general themes and (lack of)
Women want a strong, independent, high status male -- a “doesn’t
take shit from anybody” bad boy -- but they want this bad boy to
have a depth and a sensitivity that they only open up and show when
they’re around her.