From what I've picked up through different training formats is that you want to stay in the crease untill the play begins to develop, and then challenge. For me this is very hard to do. I may not be quite as aggressive as you are, but I like to be out as far as I possibly can......without getting burned!
A couple of things to consider though..........
1. When you come out early to challange, you do alot of moving around to follow the play, and there is a good chance of loosing your "angle". If you have a very good sense of angles, kind of like a 6th sense sort of thing, then more power to you.
2. The further you are out of the net, the greater the chance of you being beaten by a one-timer or a tick-tack-toe passing play. You just can't cover that much space in that short of time.
Personaly when I'm skating out, I love to see a goalie being overly aggressive. I'll just do a little fake, but believable shot to sort of freeze the goalie, then just move a bit to one side or the other, and walah an open net.......the goalie has no chance.
My personal take on aggressivness is this:
If the play is in the zone and above the goal line, I want to be at least out at the top of the crease. If there is a shot comming from the point, I want to be out well beond the crease.
Now these are just "general" rules for me, there are so many variables involved in any given situation that may require me to not be out as far, such as a member of the opposition camped out on one of the post, or a lot of traffic in front of the net, and countless other situations that require you to adjust your game accordingly.
Just some thoughts.......