i think if mr. insecure was "mr happy to be with you" and mr. cool was "mr. you should be so lucky to be with a guy like me, I mean, c'mon"" then the desicion would be pretty easy as choosing the first over the second.
I personally dont like being with anyone who thinks they're too cool to "have to pay for it" I prefer seeing the honesty in men, BIG turn on....generally in non work and work related relationships, someone who thinks hes mr. cool is a huge turn off.
but as stated before, there are SO many in-betweens of types of gents. but as per the question between those two types, I would take someone who was insecure (mainly because he wouldnt be so after being with me, hehe) and happy to be with me over someone who thought he was the cat's meow :-)