When they poke, you poke back. It's jab for jab, wise crack for wise crack; no room for weakness. Our tendancy to over-react can at best bother them and at worst make them want to do it more just for the reaction. I figure if it's going to happen might as well enjoy it instead of get bent out of shape over it.
Thinking of an intimate relationship with one, I'd only be concerned about balancing together time with alone time and who would end up doing most of the work around the house.