Various observations about Pressure:
Note: these comments are in the context of unassisted passing, Superstar level, etc. Please consider reading my posts about defending and the difference between Professional and Superstar on other pages. In other words, if you are button-masher please ignore this post.
So, personally, my default setting for Pressure is 4 or 5 and on occasion, depending on the circumstances (time is short, I need the ball back) I might move up to 6 or 7. The goal for me is to maintain tactically sound defense at all times, even under threat. My team must maintain their shape, stay behind the ball (that sounds unnecessarily negative--how about "keep the the ball in front of them") and only tackle under special circumstances (they are the last man, the shape is lost, etc). Why? As Xabi Alonso said in an interview, tackling is recurso, that is, it is not a tactically sound option but only a last resort. I think he meant, first, that tackling is inelegant in the modern game. But he had something else in mind that directly relates to PES 2012. When you have high pressure and you tackle, both the ball-possessor and the dispossessor are now likely "out of the moment". Statistically speaking, it is likely that the ball is now loose and both teams have as much of a chance to gain possession. Furthermore, even if you do gain possession through the tackler, he is now out of position offensively and he is in proximity of the man he dispossessed by tackle. The options are limited or at the very least filled with a measure of panic. If you are lucky enough to tackle and gain possession what the heck are you supposed to do with the ball?
However, if you prepare your team with a reduced pressure tactic such that they can maintain their shape on defense, and then intercept the ball, the scenario is quite different. First, there is no need to panic. If you intercepted the ball you did so in space and away from the opposing team. You have time to turn, to dribble, to hold while your team-mates move forward, to pass. You are in space, wonderful space. Furthermore, if you intercept in space you likely did so by flowing against the grain of the CPUs offensive flow. In other words, you intercepted moving away from your goal while the CPU is moving towards your goal. In essence, interception is counter-attack by default.
Thus if you want to play tactically sound defense and initiate offense in one movement, reduce your pressure setting, maintain your shape, and intercept against the grain.
Caveat: of course tackling is very important at crucial times, I agree. But remember that it is only recurso. How many times have we managed a wonderful, clean tackle, only to find that the CPU regained possession suddenly while our team began to burst forward (thinking we had regained possession) and now we are out of shape and in a few passes we have conceded.
Last comment about playing against 'long ball': (note: before I started my ML I edited all the teams tactics using the Google Spreadsheet available in another forum on this website. Thus every team plays very differently but I can view their tactics in detail before each game and prepare my tactical response, if you get my drift). So, when you play against a team that has high player distance (regardless of support or other matters) I think it is essential to reduce your pressure. When you play a long-ball team they propose to eliminate space and play mainly off the carpet. I find it very hard to intercept against such teams. My first intuition is to increase my pressure level so that my players pressure the ball-possessor and deny him the opportunity to launch the ball forward. Unfortunately, this never works. This is the big league. The ball-possessor will simply juke and dribble into space and launch the ball forward; a second disaster follows. When the ball is in the air and approaching its CPU target, my closest player will immediate rush to pressure (because of my high pressure tactic) but will rarely win the battle (the CPU player naturally has 'inside' position since he is closer to the flight of the ball than my defender who is behind him). Thus, if and when the CPU player wins the battle and turns to play offense, he will of course be in open space because my team-mate just rushed out of position and lost the battle. That is game over. My advice: against long ball consider reducing your pressure tactic, keep the ball in front of you, be patient. Don't forget that when the CPU player receives the air-ball he will likely be by himself. In effect, you will have him surrounded.
Good Day!