I agree that Diego seems like he's a bit arrogant, because he's made comments such as "I think I am the best [170 lbs.] fighter in the world", when there is Hughes, a proven fighter.
But Diego has the laundry list of fights to back it, last being Parisian, a fellow North Hollywood citizen.
We also have to understand that fighters (and this is echoed by many fighters, including Matt Serra from TUF 4) need to have a strong mental state... any hesitation and you will be beat. No matter how much technical skill or physical capability -- if you don't really believe you can beat your opponent, you will be beat. Especially at the level that they fight.
Dont' you agree?
This means that sometimes these guys will sound very much like on the arrogant side.