What kind of dog do you have? Different breeds are naturally inclined to do different things. I have a Staffordshire Bull Terrier, so when we play there is usually a lot of chasing going on (she chases me, I never chase her).
I also play a kind of fetch game with her, but I have 2 tennis balls. I'll throw one, she'll get it, and bring it mostly back to me then try to run off with it. When I see her running off, I'll throw the ball I have. When she sees it, she drops the ball she has and chases the new ball, and I pick up the old ball. Rinse and repeat!
She LOVES to play tugging games, but whenever we play, I always make sure I win. We have a Kong tug toy that has been pretty indestructible so far, and she has to sit before the game, take the toy gently, and let go when I tell her to. We only play for a couple minutes at a time. Whenever she sees the Kong toy, she will drop whatever she's doing and run over and sit in front of me.
