The difference is in the case.
Rearrange the sentence and you'll get:
Ich selbst werde das Buch behalten.
This is the nominative case of the personal pronoun ich.
In the dative case you have:
Mir selbst ist es noch nicht passiert. (It didn't happen to me, yet)
and in the accusative case
Mich selbst betrifft es nicht. (It doesn't affect myself)
I can't think of a genitive sentence, however, if you use Selbst as a noun, you can use it in a more sophisticated style, like
Ich war nicht mehr Herr meiner Selbst (I was no longer in control of myself)