The Collaborative International Dictionary of English v.0.48:

Self-important \Self`-im*por"tant\, a.
   Having or manifesting an exaggerated idea of one's own
   importance or merit.
   [1913 Webster]

WordNet (r) 3.0 (2006):

self-important
    adj 1: having or showing feelings of unwarranted importance out
           of overbearing pride; "an arrogant official"; "arrogant
           claims"; "chesty as a peacock" [syn: arrogant,
           chesty, self-important]

Moby Thesaurus II by Grady Ward, 1.0:

103 Moby Thesaurus words for "self-important":
   arrogant, assured, big, big-league, big-name, big-time, bigwig,
   bigwigged, bloated, bombastic, cocksure, complacent, conceited,
   confident, consequential, considerable, convinced, decided,
   determined, double-barreled, earthshaking, egotistical, flatulent,
   formal, gassy, grand, grandiloquent, great, haughty, heavyweight,
   high-powered, hubristic, important, inflated, magisterial, major,
   material, momentous, name, narcissan, narcissine, narcissistic,
   narcistic, overbearing, overconfident, overproud, oversure,
   overweening, persuaded, poised, pompous, pontifical, positive,
   presumptuous, proud, puffy, reassured, secure, self-absorbed,
   self-admiring, self-approving, self-assuming, self-assured,
   self-complacent, self-confident, self-congratulating,
   self-congratulatory, self-content, self-contented, self-delighting,
   self-endeared, self-esteeming, self-gratulating, self-gratulatory,
   self-loving, self-reliant, self-respecting, self-satisfied,
   self-seeking, self-sufficient, significant, smug, snobbish, snooty,
   snotty, solemn, stilted, stuck-up, stuffy, substantial, superior,
   sure, swollen, tumid, turgid, unafraid, undoubting, unfaltering,
   unhesitating, unwavering, vain, vainglorious, world-shaking