You're getting good counsel here, joelbear. I'm going to share an exercise a spiritual teacher gave me:
Relax and meditate. Take a mental/imaginary voyage to -- oh, "the underworld" or wherever your demons live. Go find the one that destroys your self-esteem. Let it personify itself. Let it tell you its name, show you its face, and then let it talk. Let it list EVERYTHING, all its fears, complaints, angers or whatever.
Do this for as long as you can comfortably stand it. Go back and do it several times if necessary.
Then MAKE FRIENDS with it. Don't cave. Cut deals. Tell it where it's wrong, not pep talks, but where you KNOW it's bull****ing you. Sympathize without enabling.
Then give it an assignment.
The first time I did this exercise, my demon was hysterical helplessness. I ended up offering her a "job" as my "research assistant," and now I find myself FINDING OUT how to solve my own problems whenever I don't know what to do about unemployment, medical care, money, or the Big Bad IRS (my biggest trigger issues).
Sometimes she comes back and has hysterics at me. Instead of caving in, I go "there, there" -- and compliment her on all the times she DOESN'T go crazy. Like: "Say, it took you until NOON to start despairing about starvation! You gave me wonderful ideas about job interviews all morning!"
Of course, you're talking to yourself, but it's more convincing and less silly-sounding if you pretend it's someone else. At least I think so; but I had imaginary friends all through childhood and it's even more useful now than it was then.
Feel free to chop 'n' channel this exercise to suit yourself.
Best of luck
GentlyFeral