everything that i've read and seen from a chess engine suggests that 2...dxe4 3.Nxe4 is best, but i've just never liked the looks of that reply as it gives a pawn away while letting white's bishop to get closer to the center. even the candidate master that i've talked with about this agrees that 2...dxe4 is best, but it's still an ugly move to me.
i've ALWAYS played 2...d4. i like it because chasing the knight gains a tempo, and at my 1600 rating, offers me the chance to trap the knight with some of my opponents. after 3...e5, i like black's center and defending it is only an excuse to keep developing which is what i want as a gambiteer.
with 2...dxe4, white can maintain a 1 piece lead in development which is the exact OPPOSITE of what i prefer.
chasing the knight (even if it's "unsound") is much more along the lines of how i like to play as once the knight finds a safe square, black can gain the lead in development.
if the white knight retreats to 3.Ne2 (the best reply) after you chase it, black has managed to at least temporarily hem white's queen in along with the gained tempo.
i think ONLY chessmaster's "anderson" personality liked 2..e4, but the move seems natural to me.
i'm not willing to give it up just yet.