They don't bother me these days, probably for a few reasons. Mostly, I've managed to cultivate a life and people around me that I am very much at peace with. I've also never been impressed by things many others are (ie. size of paycheck). Lastly, I feel pity now a days more than annoyance, because the insecurity is so tangible. I've found that limiting my interactions with such people help, but also that one can kind of guide them to a more secure outlook. When they brag about something (car, family, house, whatever), I just nod in a disengaged way. But, any time any sort of small spark of who they are shows through, anything I hear them talk about or see that genuinely makes them happy (ie. a hidden hobby), then I am all over that with genuine interest and eagerness. Also, any attack they make on me or my lifestyle tends to roll off, and meeting it with a truly good natured reply tends to really throw them for a loop. It's been enough to get a few people to look at their lives a bit, and I've seen change in a few, some subtler than others. It's always deeply enjoyable to see even a little bit of what they are, rather than what they wear/drive/live in.
Tell it to someone who's actually interested!
