Which are in the conceited, for example, outsize? (4)
I believe the answer is:
'which are in the conceited' is the definition.
(conceited people have big egos)
'example outsize?' is the wordplay.
'example' becomes 'eg' (short for 'exempli gratia', 'for example' in Latin).
'outsize?' becomes 'os'.
'for' acts as a link.
(Other definitions for egos that I've seen before include "People's personal pride - the parts of them that are conscious" , "Lots of self-esteem" , "feelings of self-importance" , "Self-images" .)