What does one do if they can't drink the night away?

So many... other... things.

Go on a Sim's night out sans the alcohol. Sim's night out can be pretty cheap... and depraved. I should know

Since I never watch or read any motivational training stuff, I'm just gonna brainstorm here like a complete amateur.
... I suffer from a depressive disorder and being confident can be a bit tricky at times, when your self esteem is like zero. I have to pull myself out of that swamp regularly.

Everyone needs to experience a sense of achievement from time to time. This can be really difficult when you're stuck at a point in life that's somehow unsatisfying for you. But, no matter how much you think you're failing right now, you can set yourself some goals. It doesn't have to be anything big, just something doable that makes you feel you've accomplished something. Overcome this feeling of "I'm not good for anything" and do it. There's always a way, even if it's some half overgrown path. We look at the mountain and think "Holy shit, I'd never reach that peak". Wrong. Just start walking. It feels really good after a while, just the walking. You don't focus on that peak, but enjoy the landscape. No matter how far you get, it was a nice day and you feel good about yourself. It didn't look like that at first.

Confidence has also a lot to do with expectations. Expectations towards yourself and (assumed) expectation of others. The feeling of disappointing someone, be it yourself, your parents, your partner, your boss. We need acknowledgement and reassurance from people important to us. But, the most important thing is, what do you want? What do you expect from your life? What makes you happy?
We look at the (seemingly) awesome lifes of others and envy them for their success, for their awesome career, for their family and kids, their friends, whatever. But we don't see everything. Some of you mentioned they see old friends being married with kids and feel bad about it. Just wait a few years. I moved back to my hometown and meet people I know from school now and then. They're all in their thirties now, and let me tell you, I haven't met one I'd envy. Having a career or having a family alone doesn't make you happy or more confident. A lot of them seem frustrated or dissatisfied. I don't wanna say I take confidence out of their frustration, but I rather look back at my life experiences and think I did not bad and stayed true to myself. That makes me confident. Everyone can find something in their life they're proud of. No one can take away the things I've accomplished for myself, because I wanted to do that, that made me feel good no matter what others thought about it or expected from me. I did need reassurance, that's true. But, you'll always get reassurance from real friends and family. They like you for who you are and don't "expect" annything, they want you to be happy. Everyone else doesn't matter. Period.
Don't bend yourself to please others or be someone you're not. Some of you mentioned feeling awkward with socializing. The same applies here. Be yourself. You might be surprised how many people like you just cuz. They'll also take a surprising amount of weirdness. They find it endearing or interesting. And if you think you don't have enough friends, or you're just a fail generally, meet new people, take some classes in things you're interested in. You'll learn something new, feel good because you can do shit after all and meet some people you share a hobby or interest with. Go out for a drink with them, meet your family for a nice dinner, go watch a movie with an old friend. It doen't have to be a big deal, just some quality time. Away from the daily routine. If you don't wanna spend time with other people, spend regularly some time actively for yourself. Work out, meditate, play an instrument, experience nature. It helps centering yourself, puts things into another perspective.
Just be one with yourself. That's the source of confidence for me.

 4, where 5 is average, but I have been getting better and am fairly optimistic I'll figure this thing out. A lot of my anxiety has to do with social situations. It is not other people that I am afraid of, only that I will say things that make me look stupid. I am fairly confident in myself and my abilities, though.

I can also be compulsive about checking things and avoiding potential mistakes, but I figure that is an acceptable kind of anxiety.

One thing that has helped me is the realization that nobody expects you to be nervous and insecure, and most will likely never determine you are if you do not give them overt, obvious signs.