Challenge him or give in?

I canceled my date with the Cop because french guy wanted to hang out and cuddle some more. I meet him at his place and all we do is watch TV and make fun of the people on there. I'm not sure what he's getting at. He knows I'm sleeping over again, but we haven't had sex. It's weird, he wants me to hang out, sleep over and not have sex. I swear to you, I wanted to rip his clothes off the momment I walked in the door of his fabulous penthouse apartment. I play it safe and just act like a prude. He tells me that he's had a few girls just sleep over in the past and most he's never had sex with. For some odd reason, he plays it in between. He fools around and touches me in a flirtatious way, but doesn't want to do it. It's driving me insane. He tellls me I'm such a good catholic girl, who's not kinky and I think he's into it. I don't understand. He's cute, super smart, tall, handsome, and definitely has his life in order. He's got an amazing lifestyle. Travels every three months to europe and other parts of the world. Has a crazy penthouse apartment with his own rap around patio over looking a 180 degree view of the city. Makes insane amounts of money, in the same industry as me and can talk for hours about things I'm interested in. The only thing that bothers me, yet turns me on is that he's completely arrogant, opinionated sometimes a dick. I'm not sure what to make of it. I really like him, but not sure how to get him. I don't want to just sleep with him. I want to keep him around a little longer to find out if there's real potential to have a relationship with him. I figured, I'm not going to call or text him all weekend, even though I really want to. I'll let him work for it a little. I hate playing games, but men and women have been playing these games for centuries. Granted, there are certain relationships where things just fall into place, but this isn't one of them. We're both looking for a challenge, but not over the top where the other just doensn't seem interested. It's funny because we'll go to bed and all I wear is his t shirt and my undies and all he'll wear is his boxers, yet we're not having sex. I can't wait till then. In the meantime, I got my legs waxed and am scheduling to get a landing strip bikini wax. Figured, have to keep things nice and tidy down there. Scared of the pain I'm going to endure. Maybe I'll take a vicodine before my waxing tommorow. Do guys like it brazillian or do they prefer a little hair down there? Should I give this guy a challenge or just give in completely? Things are on fast forward so I don't want to rush it and have him get tired of me or worse, vice versa. I would like a guys perspective on this if possible.