I am assuming you have either (a) tried being yourself to dismal or epic failure, or (b) feel as if your current self is inadequate or lacking in the attractiveness department. I will be frank. If your current self sucks and is unattractive, then improve.
There is nothing wrong with being who you are, but if you are actively pursuing a meaningful relationship with another person, why not improve your relationship with your self as well? If you're not feeling like a catch, then you need to get your feelings in order and resolve to do something about it.
- Haircut got you down? Obvious solution
- Physical shape got you down? Obvious solution
- Lack of friends? Feeling empty? Wanting that indescribable "more" out of life? Well, that's a deeper problem with more implications I care to explore...
Point is, regardless of whether or not you're attractive, as you are, to other people right now, it won't matter much if you don't feel the same way. It'll either color your good interactions with negativity ("they're doing it out of pity or teasing me") or merely destroy them from ever happening due to self-fulfilling prophecy ("No one will like me, so why bother being social and cheery to these brainless sheeple?").
So to be attractive by being yourself you need to know, not act or think, that you have something to offer... and that something is something people will want. In order to know that though, you need to be honest with yourself. You may not be or feel like a catch right now, but everyone has strengths or redeeming qualities that makes them them. At the same time, we have things that hurt us and things that we should address. However, even addressing your demons and strengthening what you got won't help nearly as much if you can't understand people and what simply attracts people to others. Especially, what you can/already do that's attractive to people in general. That's... a tad more complicated. You research that on your own.
To attract women, you can do the puss n boots method (i.e., fake it until you make it) by subscribing to the seduction arts and lurking its communities. But it's better to do a combination of everything and work on that and all other aspects of your life too. Don't wanna be some of those guys written about in the Game do you? Read that book btw. The order and aspects, as well as the amount of time you devote to them, should be up to you in the order of importance you feel deserves your focus.
A caveat though: Merely being an attractive person will not guarantee attraction from your would be mates. If you're a goofball, a sleeze, a wannabe-player, a wuss, or hyperventilate around women (or whatever weirdo/creepo qualities you can think of), then you have a problem. On the other spectrum, being nice and interesting is pointless unless you properly convey sexual interest via flirting and stuff. If you can't/won't do that, enjoy your many hot "friends," lol. But that dynamic and various approaches in western culture is another issue entirely... regardless, good luck!