Action. It's the least popular, but the biggest confidence booster. Take a step toward your dream, get something done. Once you taste "success", you will become unstoppable. Action breeds more action and more action brings more self-confidence.

Two things you need to know about self-confidence"

PS: I also like to read autobiographies. They give you sneak peek of what "overnight success" people went through - a chance to compare their behind the scenes with your behind the scenes. Find your hero and see what struggles he/she had to overcome.