Through my own experience, and from what other Indie authors have told me, you are forever conscious of that fine line between being confident and being a show-off. How much is too much? Do I sound like a pretentious git? Maybe I should just lie low and see how my book does.
Social media is the one I stress over the most. I've posted about my books on Facebook and Twitter, but I always worry that I am going to annoy someone, so I do try to keep my posts there to a minimum.
What I have discovered is the support that exists for Indie authors. There are people like Gary Walker at Look 4 Books who want to advertise to the world what we are writing, and all for free. I am astounded at the kindness of strangers. Gary puts his heart into this. I am constantly seeing his tweets for my books and for many others. He even goes that step further and creates an amazing picture for our book covers, as he has for mine here:
For a small fee, you can join up with Self Publisher's Showcase and get an awesome author's page like mine, with links to your books, your bio, video book trailer and they also constantly tweet your books.
There are people out there that want to help you and I will constantly update this post to let you know what is available. Yes, you do need to advertise your book if you hope to get some sales. My advice is be humble, always be polite and friendly and always be ready to reciprocate the service. Put a link to them on your website. Post about them in your blog.
It's alright to be a little cocky about your books. You've worked hard on them and you want to show them off. Do so, but always remember to thank the people that give you a shout out, share a link or make a comment on their social network. Be appreciative of all the reviews that your readers leave, good or bad. They took the time to read your book. They didn't always have to like it.