What is a potential psychological outcome of regularly playing sports?

One of the most common psychological outcomes people experience whne playing ports is improved self-esteem. 

When one becomes better at a certain skill he or she is also inclined to feel better about themselves as they have become better in a certain aspect of life so to speak. This means that they have progressed in some way. 

Psychologists have long observed the effect of improved self-esteem in people who play sports, however, using questionnaires to measure self-esteem has always been somewhat questionable.