I do not believe (although I have no proof either way) that the Buddha taught that there was no "self" - that, in some sense, each of us is an unidentifiable part of some cosmic all-encompassing "something", or a tiny speck in some massive community of organisms, any one of which has no distinct identity except for some "conventional" tag or label. Glibly saying that we have a "conventional self" simply begs the question of what exactly is meant by "conventional" (I have a feeling no one will be able to define this word in any way that makes sense without referring to the self). That said, this whole business about "no self" has not an iota of effect on my sense that Buddhism has some great things to teach