Happy birthday, PerfectMisfit!
Never give up. And never, under any circumstances, face the facts. - Ruth Gordon
Even though he didn't openly admit it, it really, really hurt each time she said no. And why wouldn't it? He had been rejected Merlin knows how many times. What was he supposed to do – walk around without a care in the world? Granted, that was actually what was expected of him, so why not? Anyway, it's easier not to let everyone in on how you're feeling. So, the point was that James Potter, though he kept up an almost convincing act, was not going to give up.
To be honest, he couldn't really understand why Lily always refused him. He was one to the most wanted boys in the school, so why did the only girl that he wanted always say no? It couldn't be his looks, because, well, they weren't bad at all. She claimed that it was his cocky attitude… but he wasn't really cocky. After all, its not called cockiness if it's true, is it?
Still, despite Lily Evan's possible insanity (and perhaps her obvious eye problems), James wanted her to be his. Needless to say, she probably wouldn't appreciate the way he practically made her an item, but that was completely beside the point. James wanted Lily, and there was no way in hell he was going to give her up just because the word yes wasn't in her vocabulary.
So with those extremely positive thoughts in mind, James asked her out again and again and again. Of course, the result was always the same. While the imaginary Lily Evans in his head flung her arms around his neck and snogged the living daylights out of him, the real Lily Evans simply frowned and shook her head. Sometimes, when she was really frustrated, she'd scream and make a scene. He knew that he shouldn't, but he would grin all the same.
It didn't really matter that she didn't love him (yet). Lily Evans was going to be his, whether she liked it or not.
And we all know she liked it. She liked it a lot.