Dont take on the entire world at once.
Do NOT forget to give yourself a pat on the back for doing a good job. This is critical for self-esteem imo....
Accept that you WILL make more mistakes in life......but learn from them. Really think them through. Turn them inside out and examine them closely. So many people just try to hide their mistakes instead of using them as a good learning tool. Why did I do this, that, etc?? What was my motive for what I did? (that's always a treasure trove of information if you are stone cold honest with yourself) Not being afraid to admit and study your mistakes is probably the best tool I know for helping myself out.
Create a support group for yourself. Friends, relatives, even a REAL support group if that interests you at all. We all get down and need help sometimes. Learn to ask for help.......it will help you not to feel as isolated and alone as well.

And realize that poor self esteem IS a symptom of clinical depression. Think about talking to a professional about stuff. Rather than letting it drag you down to its level.....kicks its ass back down. I do this myself in the form of Prozac but that doesn't mean I'm advocating it for you. Simply mentioning possible options as opposed to being stuck in the dark grey hole that I found so familiar.

Best of luck to you.

wh