I think both Nick and Archie are right. Being cool is about attitude and not wanting to be cool in the first place.
I'd say its actually more linked to self confidence. People we usually deem to be cool are self confident, without being arrogant. They're confident enough to do what they want to do, to wear what they want to wear and to act the way the want to act....but at the same time, they tend to have respect for the people around them. Its kind of a mutual appreciation thing imho.
IMHO a few kings & queens of cool :
Samuel L Jackson
Kiefer Sutherland
Al Pacino
Pierce Brosnan
Dustin Hoffman
Christian Slater
Jean Reno
Robert Redford
Robert De Niro
Pam Grier
Michael Keaton
Helen Mirren
Ellen Barkin
Sean Connery
Donald Sutherland
Morgan Freeman
Kevin Spacey
Harvey Keitel
Tim Roth
Juliette Lewis
Michael Madsen
Julie Delpy
Uma Thurman
Antonio Banderas
John Travolta
Eric Stoltz
lol. actually looking at that list, I think I've pretty much listed my favourite living film icons
If I had an unlimited budget for a film, and stick every single one of these guys into it....could you seriously imagine that? It may be the most expensive film of all time, but you can bet your ass it would be one of the most popular at the same time.