Building self-esteem is hard for me, too. I agree in that I wish we could just buy some, but I've found when I try to buy it, it backfires. I've tried buying things to make me feel better about myself only to be disappointed.

I do find that making things (crafts) do make me feel better about myself at least when they turn out right. I find that exercise makes me feel better about myself except lately I've been too depressed to do any, leading me to feel worse about myself. I wish I had answer.