Popular Science answers the question of why you don't like the sound of your recorded voice: 

"When you speak, the vocal folds in your throat vibrate, which causes your skin, skull and oral cavities to also vibrate, and we perceive this as sound," explains Ben Hornsby, a professor of audiology at Vanderbilt University. The vibrations mix with the sound waves traveling from your mouth to your eardrum, giving your voice a quality -- generally a deeper, more dignified sound -- that no one else hears. Through a loudspeaker or recording device, you pick up sound only through air conduction.

Entertainers and public speakers have a knack for getting over this.