As others have mentioned, exercise daily. There's a psychological trick to a daily routine of self-discipline. Exercise is a good choice, since it brings all

As others have mentioned, exercise daily. There's a psychological trick to a daily routine of self-discipline. Exercise is a good choice, since it brings all sorts of other benefits in health/fitness/appearance/mood. But a major component of its effect on self-esteem is just the success of sticking to your routine and maintaining self-discipline. Stupid things like making your bed every morning, are a small success to start your day with. Exercise is similar but more arduous, and hence more rewarding to maintain. Experiencing success regularly and overcoming adversity is how you build self-confidence. Another option is to always be learning new things so you're always feeling like you've conquered something via acquiring new knowledge. Being able to look back at the you from a month ago and see how you're now able to do and understand things you couldn't in recent history does wonders for the ego. The improvements to one's physical appearance regular exercise brings will also help your ego when you look in the mirror or notice members of the opposite sex regularly flirting with you or otherwise checking you out. This last one can be a source of stress if you're introverted and wish to be ignored, YMMV.