As adjectives the difference between conceited and egoistical
is that conceited is having an excessively favorable opinion of one's abilities, appearance, etc; vain and egotistical while egoistical is caring about oneself rather than others.
is regard for others, both natural and moral without regard for oneself; devotion to the interests of others; brotherly kindness; selflessness; contrasted with egoism or selfishness.
As adjectives the difference between proud and egoistical
is that proud is gratified; feeling honoured (by something); feeling satisfied or happy about a fact or event while egoistical is caring about oneself rather than others.