Confidence, not cockiness. I think it's horribly unattractive when a guy purposely exudes a suffocating arrogance--I steer clear of them. They can be the sexiest man in the world and I'll still avoid them.
Humor. Most girls loves to laugh. If you feel that you don't have a good sense of humor, that's okay too. Just be yourself. Being yourself is important. Some girls can see right through BS and it can be a major turn off.
Manners. There's nothing better than being treated like a lady. Menial gestures that include putting the lady first can be very refreshing for some girls and they'll appreciate it.
for me, sexy is appearance only. he'd have to be tall, muscular build (but not too muscular), deep voice, and stunning eyes.
It's not about the looks. It's about a guy who is outgoing and knows how to speak his mind while being charming. It's kind of a guy who will speak his mind and not care what other people think without looking like an idiot. Also a guy who knows how to flirt with girls. Intelligence is very sexy.