Even temporarily, does defeat lowers the self esteem? Do you judge your capabilities and skills, intelligence and sharpness after defeat? or does it makes you depressed for a bit?

Chess-playing ability has absolutely nothing to do with intelligence, so how I perform at the board doesn't impact how intelligent I feel. However, the other factors are real. I only get depressed though if I choke away a win (like I did in February against a 2500 IM...in a 6-hr game, no less...that game still makes me sick). When I lose a game, I recover much better than I did in years past. Losses happen, even against lower-rateds, and there's nothing to be done about that.

I think each and every game played is an education and defeat should not affect self esteem. My viewpoint is that every game should be enjoyed, as it is, after all, a game, a game that should be enjoyed, a game that involves skill and strategy, some players are better than others but it never depresses me whenever I lose a game. Each and every game is a learning curve, you try different things in it, to see if that will work or not, it is game of experimentation, to see if you can outplay your opponent, but it is also a game that should played honestly and fairly so that it is played in the right spirit and whether you win or lose, to learn from every experience.  

I don't have a problem with losses that arise of the other player being stronger and outplaying me. However, that's the minority of my losses - most of them occur because I miss some obvious tactic I should have seen, or, especially on faster time controls, by simply hanging pieces, often out of a clearly winning position, and those are the defeats that really get down on me. Recently I've had bad losing streaks in blitz (just look at my game statistics) where I had 5-10 games in a row and hanging something and subsequently losing in EVERY single one of them. These are the days when I think I really should be playing something more within my intellectual capacity, like Farmville.