Yes, Katya is right. It's more a British English word. Americans do not say "cheeky" often. In a sentence, one might say "he wrote in a flippant, cheeky style".

Cheeky is a useful word and I use it fairly often. Like Katya said it's colloquial for impudent. Being a bit bold and brash, in an amusing way. It's only used in certain situations. Let's say for example you are talking to a girl and she says and you say something bold and unexpected like 'if i said i liked your body would you hold it against me?'. Best example I can think of at the moment... She could reply with 'Oi! Cheeky!'. Or possibly you are playing football (soccer) and kick the ball between someones legs and run past him. Cheeky move. Cheeky boy. Those are some of the synonymous adjectives of "cheeky" : "saucy", " sassy", " smart-mouthed", " cool", " flippant". Check out this - http://answers.yahoo.com/question/index?qid=20080521101900AAeS8pM

a colloquial word for impudent :)

It is an English word.