I wrote this into a comment on another post and felt I should just post it as a standalone.

Arrogance, Confidence, and Cocky-Funny parable style / aka taught through story and examples

Arrogance:

(Tends to deflate other peoples esteem while boosting their own because of a fear of seeming inferior and will protect against it at any cost.)

  • Bob: Today is review day. How do you think you will do?
  • Peter: I'm going to get a big raise because I do great work.
  • Bob: Didn't you lose us that one huge account?
  • Peter: No way, I'm not stupid, it had to have been someone else that fucked that up.
  • Bob: You were the only person working on it.
  • Peter: Bob, I'm just too good, I am going to get a huge raise. I doubt you will though because you don't bring in as much money as I do.

Confidence:

(Tends to assert their actions and thoughts as correct until proven otherwise while having enough self-esteem to raise others. This balances things out so that they don't seem to have the perspective of being superior.)

  • Bob: Today is review day. How do you think you will do?
  • Peter: I should do alright. I feel I had a pretty successful year. How about you?
  • Bob: I'm not sure. I don't think they like me much. Didn't you lose us that one huge account?
  • Peter: I almost did. It could have gone really wrong but the skills I learned in college sure helped me out of that jam. Also Rupert over in the other division pulled some information for me.
  • Bob: You were the only person working on it.
  • Peter: At the end there, I was. It was rough but it turned out well. Good luck to you Bob, I think you will do alright.

Cocky-Funny:

(Tends to assert their actions and thoughts as correct until proven otherwise while having enough self-esteem to raise others. This balances things out so that they don't seem to have the perspective of being superior. This is generally done in a different style than confidence only. It is done by teasing in a way that pokes fun at arrogant responses that could be used while remaining only joking and not deflating peoples ego to inflate their own. A more fun loving kind of confident that is in a funny and joking way.)

  • Bob: Today is review day. How do you think you will do?
  • Peter: I will probably be promoted to president, haha. I did pretty good this year. How bout you?
  • Bob: I'm not sure. I don't think they like me much. Didn't you lose us that one huge account?
  • Peter: Well you do drive a Prius :P. I did almost lose that account but Rupert that crazy dude got me some numbers I needed.
  • Bob: You were the only person working on it.
  • Peter: Well they did have to put someone useful on the project. I mean they couldn't really put Jason on it. I mean the project doesn't even relate to sports and beer, haha. Nah, Jason is cool but boy does he talk about sports and beer a lot.

OK, so this is a really quick put together so it may not be a super awesome example but good enough.

EDIT: Had time to edit the Cocky-Funny part.