How to Build Self Esteem:
1) Accepting who you are, both your fault and your strengths
(that it doesn't mean that you can't improve your faults or your strengths later on, it just meants that you accept who you are Right Now). Acceptance of your self will automatically provide you self confidence (in my opinion self confidence it self does not really mean much in life, you can be successful without it too, but it seem to "sell" in the sense that other people go after people that have it). Suggestion therapy can work like a charm to help you accept yourself. Simply whenever you feel low in self confidence Repeat To Youself: "I love who I am, for all of my faults and strengths that I have".
2) Understand your self image and cultivate a Positive self image.
Think of what defines you as a person, (your personality traits, your likes/dislikes, your goals, your motivations, your attitudes, old memories, your clothing style, your talents, your skills etc) See yourself for the virtuous person that you are and it is all right that you have faults, having faults is unavoidable and natural - everybody is inperfect and you are no exception. Think positively, reassure, encourage and praise yourself and don't put yourself down - try to be your Best Friend.
3) Cultivate self faith. To do that prove honest, competent and benevolent to your own self. If you absolutely can't trust your self, you can turn to religion and To Trusting In God (trusting to God seems to work like a charm for many people, doing that will also give you the plus of satisfying a difficult to satisfy Human Basic Need of "connecting to something greater in life").
4) Free your self from fears of success or failure.
5) Be assertive. That means, protect your rights, without violating other people's rights.