I refer to it by a combination of everything listed on this thread. Sometimes its "Star Wars. The first one. The real first one." I call it "A New Hope" when I'm feeling saga-ist, and ANH whenever we talk about it here. Occasionally I call it "Episode IV", but that's rare, while the Prequels are normally called by their Episode numbers and Empire and Jedi are referred to as "Empire" and "Jedi".
As a kid, I never really put together that "A New Hope" was supposed to be the subtitle of "Star Wars". I always went by what was on the box.