To achieve what you want exercise and diet are equally important.

I used to work out without changing anything about the way I ate. While it did give me a bit more muscle and energy, the results were not what I had hoped for.

When I moved, I changed gym and the trainer there helped me figure out how to change my diet so I could get the most out of my workouts. For me that meant adding two "snacks" in between the main meals. With this advice and regular work outs 3-4 times a week, I went from 160lbs to 185lbs in six months.

Dance Dance revolution.

No offense, but in mho ,diets are for old people that can't exercise. Just stay active with whatever workout that fits you.

the diets you see advertised on TV you could say for are for old people, but a well balanced diet (right proportions of fats, carbs, and proteins that make up your calorie intake) is very important if you are trying to build muscle. Diet & Exercise is proven to be the best way to lose weight and keep it off. Those who do 1 or the other tend to lose weigt and then rebound.

Hit the gym and be commited to working out. Try to eat right also. If you can't afford to go to the gym try buying a workout program like the P90-X and workout at home.

Playing sports will usually put you into good shape.

Protein.

Hmmm, I gotta say, I'm almost in the same situation as you are OP (maybe a bit better, at least the self-esteem part).

nordlead and Esmoreit have provided good tips that I'm willing to follow, but there's something that hasn't been talked about a lot I think. Can protein shakes replace "real" proteins from food like red meat and stuff? Also, is it completely safe to drink this kind of stuff?

My bro's been training all summer and takes it after every session, and it seems to work, but I'm still not sure if it's really worth it in the end. I'd rather let everything go naturally...

Just do lots of push ups running, Ab routine that's all you need really.That's what i do im not buff or anything but it works trust me, Now if your really serious about working hard try this program called "P90x" it's program and it really works my friend has had it and still does the program and thguy was ripped within a month,It's expensive as heck but it works.

Im a super skinny guy too except I sort of have broad shoulders, if you look at me I don't think its very intimidating but underneath it all I probably have .01% fat :P.

If you want to work on your biceps, just lift a lot of dumbbells, not too heavy, 5-10 pounds is good. Do a lot of reps. I probably gained 2.5 inches on my biceps in a school year from just working out occasionally. I was one of the smallest guys in my class but the most ripped.

For Abs: lay on the floor with your legs on a couch and do situps.
(The hardest is having your hamstrings touching the edge of the couch, just ease in when you can. The closer your but is to the couch the better the more strenuous.)
It may be very strenuous at first if you aren't used to working out but you will get used to it. If you keep this up for a few weeks, you will see massive improvement.

Also, proper nutrition is good too! Working out provides best results if you treat your body healthy with fruits and vegetables and all that. Drink a LOT of water, not sodas for you.

You might get bored and want to quit but stay motivated, if you keep it up then you won't regret it.