I usually play aggressively, but I almost never play recklessly. Instead, I tend to play a style where I'm overall in control of the game. I love pressuring my opponent without putting myself at much risk. It's pretty much a win-win-scenario: the pressure means it's more likely that he cracks and gives me an advantage, and I'll probably be in a better position to capitalize on that mistake than if I was playing defensively. Also, it's easier to learn the thin line between "this is safe to do" and "oh god i overextended and he ate my face" if you're taking small risks rather than no risks.
This is probably part of the reason why I love Company of Heroes so much, because that principle is so important in that game.