The only thing I chase are boats going "slow". These are usually heavy frieghters or passanger liners. Lots of times they have escorts which could either be destroyers or cruisers. If thats the case I'll usually make the military vessel the priority if I can swing around and attack the rear or flank. This requires that I stay submerged and rig for silent running.
If its just a destroyer and maybe a smaller (even faster) boat, I just let them go unless they're headed straight for me and I can sit and wait on them (well, a safe distance out of their path).
Unlike SHIII, this game is loaded with targets. The IJN is on the warpath. Task forces all over the place. So I don't take unnecassary risks. Stay on course and sure enough you'll have another opportunity.
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