Self-esteem and self-conciousness are different, however complementary and probably linked things.
The former: Guard your integrity and know your strong and weak sides, the latter helps to correctly place yourself in a given situation (well, a bit too simplified).
I sincerely sympathise with Bob Carnie and like-minded contributors: In deed, why would I (we) invade the private sphere of a stranger to take a snap? I mean, whithout a declared genuine motive (but that of a thieve)? In deed, the normal sequence would be that a situation or person catches my interest, I'd judge whether time and context support "a closer look" or involvement, and the opportunity for a "good" picture may arise. With "good" I mean that it conveys the photographer's emotions and involvement in the situation besides info on the subject... (- for some types of documentary, other criteria may apply.)
Being sure about yourself and your right place in this endeavour certainly helps.
BTW, I find that nearly all "stolen shots" are less than interesting (from an emotional point of view, they may be funny/sad etc. but not really engaging the viewer), all good portraits I am aware of are based on an "agreement" between subject and photographer.
Thus, again, the "good picture" conveys the (emotional) involvement of the taker or maker, his/her interests and compassion, or sometimes loneliness etc. Interests and passion may even apply to documentary and scientific topics.
Just some short thoughts...