Buddha taught that getting rid of cravings and desire were the key to happiness. How is self denial of pleasure, asceticism, loving yourself? How is denying yourself sexual pleasure or a good meal with a loved one loving yourself?
I have read where the Buddha said those things. But, from what I've read, what you said is a little off. He tried indulgence and realized that didn't make him happy. He tried asceticism and realized that didn't make him happy.
I'm by no means an expert on buddhism. But from what I've read, his personal conclusion was that there was a middle way. Living a balanced life. Not a life of complete self-denial or a life of over-the-top indulgence. But a life where happiness isn't dependent on satisfying cravings and desire.
He is said to have taught in the Kalama Sutta (a famous 'sermon' of his, for lack of a better word) that one should not believe or accept a teaching if he didn't agree with it - including his own teachings.