In his review of Thomas Metzinger's book, The Ego Tunnel, Owen Flanagan includes the Buddha in his list of figures who have endorsed the idea that there is no self. This is somewhat simplistic. Sanskrit, the language spoken by Buddha in it's variant form, Pali, has several terms that could translate into English 'self'. The Sanskrit word jiva refers to an individual soul, atma can mean either an individual or universal self, aham means 'ego', while Brahman is a self that is coextensive with the universe. It's probable that the Buddha rejected the reality of jiva, but would have found rejection of Brahman illogical. This might sound pedantic but these terms refer to vastly different things. It's a weakness of the English language that it uses woefully imprecise terminology for discussing concepts of 'self'.
Edit 28 April 09
I sent this to New Scientist for their Letters pages, and surprisingly they published it. I was reading the issue and it took a few moments to register why the text I was reading seemed so familiar. It also took a while to appear on the news stands. Do they run letters past experts first?