Pride / Haughtiness / Arrogance / Vanity / Conceit
"Although pride in Christian theology is regarded as the deadliest of the Seven Deadly Sins, the word has, in common usage, a favorable as well as an unfavorable connotation. It can mean a becoming or dignified sense of what is due to oneself or one's position, self-respect, self-esteem of a proper kind.  In its unfavorable connotation it means a lofty and arrogant assumption of superiority in some respect.
"Haughtiness means disdainful pride, superciliousnous, and usually refers to a manner.  Arrogance consists of an offensive exhibition of real or assumed superiority, insolent pride.  Haughtiness trends to describe someone taking advantage of an established position, arrogance to characterize one newly arrived at a position of authority or power.
"Pride, even in its unfavorable meaning, has often a justification in fact, but vanity implies a self-admiration and a desire to be admired by others that is groundless. The word used to mean emptiness, worthlessness, and this meaning lingers in moral and religious uses and colors the particular sort of pride that the word in its most common use now describes...  We may hate pride; we despise vanity.
Conceit, which originally meant a fancy, a whim, or a fanciful thought, idea or expression of a strained and far-fetched nature, when used as a synonym of pride, as it now most commonly is, is an even more contemptuous estimate of very slight abilities or attainments, naively expressed, wholly lacking in dignity."
from A Dictionary of Contemporary American Usage (Random House, 8th printing, 1957).