user3405: I am currently using the exchange variation of the Caro-Kann, so the:
[Title "Caro-Kann refutation"]
[FEN "rnbqkbnr/pppppppp/8/8/8/8/PPPPPPPP/RNBQKBNR w KQkq - 0 1"]
1.e4 c6 2.d4 d5 3.exd5

I am looking for a more tactical approach. Is the fantasy variation worth it? Or are there more tactical variations?

user3885: The hardest for black to meet is the Advance Variation. You might want to look at the latest games of Fabiano Caruana. He won with the Advance Variation against Maxime Vachier-Lagrave very recently.
Otherwise I would recommend playing 3.Nc3 dxe4 4.Nxe4. This variation gives white a slight edge where you can go for h2-h4 and O-O-O. White is very solid there. 
The Caro-Kann is overall very solid, and as white you need to play very accurately to maintain your first move advantage.

user3890: The exchange variation, provided you continue with the Panov attack, is actually very tactical and aggressive. If you are looking for something quite different, I suggest what I play: the advance variation with an early h4 push.
That would be:
[StartPly "7"]
[FEN ""]

1. e4 c6 2. d4 d5 3. e5 Bf5 4. h4

on this website you can find some of the more common approaches to the variation. More than just a tactical sideline, it is extremely tricky, so you should know a few things before going into this mess. There are many lines where black has "only moves", but it is thought to not be very promising because in the end (after like 20 forced moves) black stands ok.
The thing is, most players who face this line have never seen it before, and they play the natural moves, falling into one of the hundred pitfalls available. An example is if black simply ignores h4 and plays 4. ... e6. After 5. g4, his bishop is trapped. This is only the first trap that you set (and on blitz, it's a very common one). Another one occurs after:
[StartPly "7"]
[FEN ""]

1. e4 c6 2. d4 d5 3. e5 Bf5 4. h4 h6 5. g4 Bh7 6. e6 fxe6 7. Bd3 Bxd3 8. Qxd3 Qd6 9. f4 Nd7 10. Nf3 O-O-O 11. Ne5 Nxe5 12. fxe5 Qd7 13. h5,

where black simply played normal moves to advance e5 and get rid of his doubled pawns, but in the end is playing without the three pieces of the kingside. I've played this line myself a couple of weeks ago, with devastating effect (I won on 20 moves, the idea is to simply double/triple on the f file).
This is just a few flavors of this sideline, check it out for yourself and see if the positions arising from it suit you.

user3484: I would also suggest the "caveman" variation.  Below is a nice article on this opening:
http://www.kenilworthchessclub.org/games/java/2013/complete-caveman.htm
I am a FM, and have played this opening successfully at the tournament level.  

3405: <p>I am currently using the exchange variation of the Caro-Kann, so the:</p>

<pre><code>[Title "Caro-Kann refutation"]
[FEN "rnbqkbnr/pppppppp/8/8/8/8/PPPPPPPP/RNBQKBNR w KQkq - 0 1"]
1.e4 c6 2.d4 d5 3.exd5
</code></pre>

<p>I am looking for a more tactical approach. Is the fantasy variation worth it? Or are there more tactical variations?</p>
 3885: <p>The hardest for black to meet is the Advance Variation. You might want to look at the latest games of Fabiano Caruana. He won with the Advance Variation against Maxime Vachier-Lagrave very recently.</p>

<p>Otherwise I would recommend playing 3.Nc3 dxe4 4.Nxe4. This variation gives white a slight edge where you can go for h2-h4 and O-O-O. White is very solid there. </p>

<p>The Caro-Kann is overall very solid, and as white you need to play very accurately to maintain your first move advantage.</p>
 3890: <p>The exchange variation, provided you continue with the Panov attack, is actually very tactical and aggressive. If you are looking for something quite different, I suggest what I play: the advance variation with an early h4 push.</p>

<p>That would be:</p>

<pre><code>[StartPly "7"]
[FEN ""]

1. e4 c6 2. d4 d5 3. e5 Bf5 4. h4
</code></pre>

<p>on <a href="http://www.365chess.com/opening.php?m=8&amp;n=612&amp;ms=e4.c6.d4.d5.e5.Bf5.h4&amp;ns=3.31.21.32.35.35.612" rel="nofollow">this</a> website you can find some of the more common approaches to the variation. More than just a tactical sideline, it is extremely tricky, so you should know a few things before going into this mess. There are many lines where black has "only moves", but it is thought to not be very promising because in the end (after like 20 forced moves) black stands ok.</p>

<p>The thing is, most players who face this line have never seen it before, and they play the natural moves, falling into one of the hundred pitfalls available. An example is if black simply ignores h4 and plays 4. ... e6. After 5. g4, his bishop is trapped. This is only the first trap that you set (and on blitz, it's a very common one). Another one occurs after:</p>

<pre><code>[StartPly "7"]
[FEN ""]

1. e4 c6 2. d4 d5 3. e5 Bf5 4. h4 h6 5. g4 Bh7 6. e6 fxe6 7. Bd3 Bxd3 8. Qxd3 Qd6 9. f4 Nd7 10. Nf3 O-O-O 11. Ne5 Nxe5 12. fxe5 Qd7 13. h5,
</code></pre>

<p>where black simply played normal moves to advance e5 and get rid of his doubled pawns, but in the end is playing without the three pieces of the kingside. I've played this line myself a couple of weeks ago, with devastating effect (I won on 20 moves, the idea is to simply double/triple on the f file).</p>

<p>This is just a few flavors of this sideline, check it out for yourself and see if the positions arising from it suit you.</p>
 3484: <p>I would also suggest the "caveman" variation.  Below is a nice article on this opening:</p>

<p><a href="http://www.kenilworthchessclub.org/games/java/2013/complete-caveman.htm" rel="nofollow">http://www.kenilworthchessclub.org/games/java/2013/complete-caveman.htm</a></p>

<p>I am a FM, and have played this opening successfully at the tournament level.  </p>
