Pip comments to himself that "All other swindlers upon earth are nothing to the self-swindlers." (Great Expectations, Chapter 28) Great authors such as Charles Dickens can always be counted on to give food for thought, often in the form of statements which simply ring true, such as this one.
How does it ring true? Well, to show truth we must first apply an interpretation--not very hard, in this case. Dickens simply states that people take more from themselves than they do from others. Why is this so? For one thing, people tend to feel guilty when they rob others. They tend not to feel guilty when they rob themselves; rather, they tend not to feel anything in particular, or perhaps they even feel noble at their masochism. This is foolish. Modesty, though, is generally considered a virtue. Is modesty a theft from one's self?
Pip is a self-swindler, but would never think of cheating anyone else. Perhaps it was not a conscious choice on his part, but from very early in the book, when Pip falls in love with Estella, he cheats himself out of many, many good situations. Had he never met Estella, it seems likely that he could have grown up to marry Biddy, who would make a very good match for him, or indeed, for anyone. In this situation, it may have been Estella who started his self-deception, but he carries it through most of the book. By mentioning that she has no heart, Estella puts Pip in the position of feeling very noble for trying to give her one through tender care, or perhaps for trying to reach it where it is buried deep inside. Pip never realizes that she was right, until she makes herself wrong; that is, while she has no heart, he believes that she has one, and only when she gains one through means completely beyond his control does he realize that she really didn't have one before. This deception, which is entirely internal to Pip, is the cause of most of Pip's troubles in the story. The other troubles come from Magwitch.
Magwitch is a self-swindler extraordinaire. In the very beginning of the book, he robs Pip. For the rest of the book, he continually robs himself:
I swore that time, sure as I ever earned a guinea, that guinea should go to you. I swore arterwards, sure as ever I spec'lated and got rich, you should get rich. I lived rough, that you should live smooth; I worked hard, that you should be above work.
(Great Expectations, Chapter 39)
Indeed, Magwitch is a swindler of both types during the course of the book. During the beginning of his life, he swindles others and does not feel particulaly bad about it. After his encounters with Pip, he swindles himself and feels downright noble about it. Whether he actually swindles himself is actually debateable. He sends money to Pip, who squanders it. This, though, is his purpose. Reality, though, is more important than purpose in this case, as purpose is what causes self-swindling. Magwitch is probably much more worthy of any money he makes than Pip is, up until very late in the story, around the time of Magwitch's death.
All other swindlers are indeed nothing to the self-swindlers. The latter actually are noble, something which cannot be said of the common theif. That said, rather than rob yourself and throw your spoils into the sea, take the loot which you have cheated from yourself, and give it to another; make yourself the Robin Hood of your soul.