Vain and vainglorious come to mind:
adjective
Having or showing an excessively high opinion of one’s appearance,
abilities, or worth:
ODO
In the same way that it is acceptable to enjoy intimacy with your spouse, it is generally acceptable to think highly of your appearance or abilities, as long as you don't make a public spectacle of it.
This meaning of vain is likely from vainglorious:
vain (adj)
c.1300, "devoid of real value, idle, unprofitable," from Old French
vain, vein "worthless, void, invalid, feeble; conceited" (12c.), from
Latin vanus "empty, void," figuratively "idle, fruitless," from PIE
*wa-no-, from root *eue- "to leave, abandon, give out" (cognates: Old English wanian "to lessen," wan "deficient;" Old Norse vanta "to
lack;" Latin vacare "to be empty," vastus "empty, waste;" Avestan va-
"lack," Persian vang "empty, poor;" Sanskrit una- "deficient,"
Armenian unain "empty").
Meaning "conceited, elated with a high opinion of oneself" first
recorded 1690s in English; earlier "silly, idle, foolish" (late 14c.).
Phrase in vain "to no effect" (c.1300, after Latin in vanum) preserves
the original sense. Related: Vainly; vainness. Compare also
vainglory.
vainglorious (adj.)
early 15c., from vainglory + -ous, or from Old French vain glorios
"boastful, swaggering." Related: Vaingloriously; vaingloriousness.
Groce ("Classical Dictionary of the Vulgar Tongue," 3rd ed., 1796) has
vain-glorious man "One who boasts without reason, or, as the canters
say, pisses more than he drinks."
vainglory (n):
c.1200, "worthless glory, undue pomp or show," waynglori,
from Old French vaine glorie, from Medieval Latin vana gloria (see vain + glory
(n.)).
etymonline.org