Guess I'd second "The Game"
The Artists Way has been good for me as well, and as far as confidence goes, Paul Mckenna's "Instant Confidence," is excellent (although I prefer his book "I Can Make You Rich," it's as much about richness of life as much as financial richness!)
To be honest though, the best bit of advice I've had about confidence was the confidence won't come from reading books or listening to hypnosis discs (although I believe they have a valuable role to play), ultimately confidence will come from just getting out there and "doing it"!
So, things that have helped my confidence in the last year... 1 Shaving my head! 2 Going on stage and doing magic shows 3 Travelling
My job role is changing in a couple of weeks, into something very much more intense, demanding and full on, and I am very nervous about it, but I know that by doing it I'll master it and be a stronger and more confident person.
Hope this helps