This doesn't annoy me or turn me off from a girl. As I said, it is usually stated very casually and comes across as factual rather than arrogant or cocky. I've never thought "Wow, this girl is full of herself," or decided that I shouldn't hang out with her again because of it. In most instances I've just listened, and quitely acknowledged that the girl was trying to put her best foot forward. Yet in most cases, after getting to know her, I've been the one to end the relationship and she's been the one trying to hold on. And she's looked stupid because, after coming in with such an obvious "look how great I am" speech, she's been the one to walk away unwanted. When pride comes before the fall it makes you look stupid, even if it isn't your pride that causes the fall.
So next time you are on a first date and trying to impress, consider the following:
1. If you talk yourself up, you are likely to look foolish to the guys that you are most interested in impressing. If you are attracted to them, chances are that they will also turn out to be/do/have the things that you consider "impressive." After initially showing off, you may gradually start to realize that the guy you were showing off for is actually in the same league as you, if not one higher. The frame will flip. Your game will actually work against you, because you will end up looking pathetic for bragging about what (to him) isn't such a big deal.
2. A man will be infinitely more impressed by a girl that reveals herself gradually and naturally, than he will be by one that plays all of her best cards at the outset. Behaving this way is attractive because it demonstrates not only humility, but also security and depth of personality. As a man gradually and naturally learns about your strengths (for example, when they come up in the natural course of conversation, or when he asks you about them), he will get the subtle yet strong impression that you are "bottomless," and that you feel no need to impress him. He will be drawn into your depth and attracted by your confidence.