Polariton lasing is demonstrated on the zero-dimensional states of single GaAs/GaAlAs micropillar cavities. Under nonresonant excitation, the measured polariton ground-state occupancy is found as large as 10(4). Changing the spatial excitation conditions, competition between several polariton lasing modes is observed, ruling out Bose-Einstein condensation. When the polariton state occupancy increases, the emission blueshift is the signature of self-interaction within the half-light half-matter polariton lasing mode.