How to teach "I'm not playing!"

I have a beautiful and very intelligent 1 year 5 month old golden, who is very very playful. He has mastered all of the basic commands, including come. When he is on a long lead, he will come every time 1st call. However when he is off the leash and I call him he will turn the "come" command into his favorite game: chase me. I try not to play his game but he will suddenly run into neighbors yards, and (my worst nightmare) the road. When I call him he will come lay 10' from me and dart away as soon as i move towards him, wagging his tail and prancing. When he finally does come, I don't want to yell at him and have him associate comming to me as bad. He thinks the whole thing is a game. Any advise on how to teach him to learn when playtime is over? I want to allow him to run in my big yard, but I am so worried of him running into the road and getting hurt. Thanks in advance for any input.