All hat and no cattle
All hat and no cattle is an American idiom (particularly used in Texas) for someone who talks a very big game but either cannot, or will not, back it up.  An example of someone who is all hat and no cattle would be an individual who constantly talks about winning debates but never actually participates in them.
The British equivalent is all talk and no trousers.
Both are related to the theme of talk the talk, walk the walk, put your money where your mouth is and other colloquialisms of a similar nature.