What to do about people who just want to praise themselves constantly?

I’m sure we all know at least one person like that in our lives. People that, no matter what you say or what you try and add to the table, the topic always reverts back to them; what they would do, what they would have done, something they HAVE done, how awesome they are at absolutely everything. The kind of people that will not listen to anything you have to say and will just interrupt until they find an occasion to praise themselves.
Personally I cannot stand such people, they make me so exhausted and tired. Then I just want to leave. But is telling them to fuck off the ideal thing to do? Should I be flattered that they wanted ME to think they’re so great?
What’s your say? lol I realize the jokes that could be made here, but I welcome anything constructive :)