I believe that it doesn't matter how many compliments you get, how much money you make, how big your house or how fast of a car you drive... when a girl rejects you and you don't have the skills to game girls (Like me and many others), no matter what people tell you... you'll still feel like shit.
Now, although you guys are still human, most of you are so successful because you've become virtually immune to rejection.
Although I like who I am, when a girl comes along and rejects me I go FULL bitch. "Oh man, it's that I don't have a masculine bone structure!". "I'm too short!" "My voice is too high!" "girls hate guys with curly hair, that was probably it".
But before that girl, I LOVED who I was.
So, how do you maintain your self worth?
unfortunately, there's no way around. you need to fail to become successful. with every failure and painful rejection, you actually get better. there's no other way to demonstrate it than to watch Johnny Berba fail time and again:
he demonstrates no real PUA skills, but he plays the numbers game and doesn't take himself too seriously. if he can do it, i can do it.
so the number one question that most PUA's ask is: do you even approach? if you don't fail, you're not growing.
having said that, it also helps to small chunk things your way out of your head, so you don't actually get rejected. you just go from one stage to the next until you go all the way to the close. after all, how "painful" is it to say hi to random strangers? not very. so once you get used to that, you add one more interaction until you're 100% comfortable with that, and so on. here's a video on that:
let's face it: there are some things in life where you just can't get a short-cut. you have to experience the whole process to grow.
though if you want to practice, you can approach in no/low risk situations like at friend's parties where girls are friendlier and more open generally, because it's a party with friends. or business networking events.