A somewhat loose translation, but one which I think captures the sense you're going for, could be:
Mihi adsum.
One common meaning of adsum is "to be present with one's aid or support; to stand by, to assist, aid, help, protect, defend, sustain". Placing mihi initially can give it some contrastive emphasis, so this sentence can mean "I stand by myself (in preference to anyone else)".
A slightly more literal option:
Me praefero.
This means "I prefer myself", or literally "I place myself before (others)".
To be more literal yet, you could go with
Me eligo.
This is basically synonymous with the seligo that you found, but eligo is a bit more frequent. Both verbs literally mean "to pick out, elect, select", so they might not be exactly what you're looking for.
Both of the me's above can be made more emphatic as either memet or me ipsum. (Ego isn't needed here -- when there's no special emphasis on the "I", that pronoun is left out.)
(Malo is another option mentioned in Nickimite's answer, and can also be translated as "choose, prefer"; but it literally means "want more", so I'm not sure it's a good fit here, since you're not saying "I want myself more than others").