It's fine to have an ego, but distance yourself from it. It may not seem like it at first, but the game is all about having fun (whether you enjoy the game itself yet or only its rewards is another issue entirely); both for you and the chick in question. If a chick is bored, they'll associate that feeling with you and lose interest quickly. Picking on you, the same as I pick on them all the time, is just their way of having some fun. Of course, keep in mind that you're still to be respected, but a little light poking is good for both parties. Besides, if a girl chiding you hurts your feelings, that ego sounds quite a bit more like pure arrogance.
As far as keeping my cool, it's really never bothered me. If the girl is flaking in bed, that just means you haven't worked them up sufficiently in most cases. I know my current **** buddy can be extremely flaky if I don't warm her up a bit, but then she'll practically rape me [I know, can't rape the willing, but...]. It is usually appropriate to just brush the jab off or respond with an appropriate one [ie, she teases you for not touching her in the right way, you respond that her sister thought it was perfect....this works particularly well in my case, since she thought I was seriously after her sister for a while].
"I just don't know how to deal with it, even if I have other girls I talk to, no matter how great the benifits are or will be."
I'm clueless as to what you're saying here. As Francisco said though, fix up that confidence and self-esteem and you should be fine. It is important not just to put out the impression that you're the best, but to honestly believe it. I have no doubt in my mind that I can handle anything that comes my way and I feel comfortable in almost any situation because of it. Being able to deflect the playful teasings of a chick shows her that you have the potential to be able to handle a lot more, that you're a real man.
Kelson