Despite what they may say, women do not actually look for confidence in a man. Confidence can easily be faked. What they look for is self-esteem. And, in fact, the journey many men are on is not just about finding women, but finding unshakeable self-esteem that derives from within (not from the opinions or responses of others)—and this is the book that basically defined the modern idea of self-esteem. I recommend starting with the abridged audio version, then following it by reading the actual book to best internalize the ideas.
The Truth