I prefer to 'work' my horses like a cow if they don't want to be caught. I become the cutting horse and my horse becomes the cow - I don't let the horse back to the herd, and I keep them where I want them by getting in front of the shoulder to turn them. I stick at a certain distance and don't move closer until they stop. So from maybe 5 metres away I will work them back and forth, with lots of changing direction. They usually get the idea prety quick and will stop and face up to you. When they do, I start to work toward them, but if they walk off, I just go back to working them.
Haha, well, let's just say that may not always work...let me tell you!
A few years ago when I first started riding Stoeka (at that time she was a lesson pony) she saw me as just another kid wanting to ride her. Everytime I wanted to catch her, she would trot away from me. I gave up with the chasing thing (in my opinion it doesn't work, because you just end up very tired and frustrated with your horse laughing at you). I tried the above method of separating her from the herd, but the problem is, she was not a very sociable horse to begin with....
So she would just trot off alone, when there was enough distance between her and myself, she would stop and graze until you caught up.
I would then have to get help from my instructer at the time to attempt cornering her, and after about 10 minutes Stoeka would think "what the heck" and stand for us to catch her.
Over a year later of riding her and spending lots of time with her, she would eventually walk up to the gate and wait for you to put the halter on, even slightly lowering her head for you to do just that.
From personal experience, I feel that there is no quick fix for sorting out horses that want to run away from you when being caught. But what does help, is when you do catch them, give them a few treats, or groom them, or just do ANYTHING that doesn't involve work, then let them go again. Just like dee said, don't let them think that BEING CAUGHT=WORK WORK WORK.
I hope some of this will help you, and give you the encouragement to just carry on trying, because eventually you will get something out of it.