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Well for conversation alone I'd recommend Juggler's books, they're solid gold.
As for speaking confidently, see if you can't take a class or something. Toastmasters, debate or any real speech course will do wonders for you.
Cinnamon
I can get behind Toastmasters. I've recently joined up with the local club and it's pretty fun. Meetings are kind of like an etiquette dinner for public speakers. They seem really formal, but everybody's just there to enjoy themselves. It's already helping me to realize some of my own conversational strengths. Even if you don't join a club for it, try practicing to speak, just to get your pacing, diction, tonality, etc. down. I like to recite the Preamble to the Constitution to the bathroom mirror.
Expat, I might give qualified agreement to what you've said. I think that it's probably true that few people, especially PUA's, have much in the way of real confidence. While "chasing something" might well be contrary to confidence, knowing what one wants and training to acquire it definitely IS confident.