Everyone I know calls the OT by their proper titles (including Star Wars - I only have one friend who calls that one A New Hope, but he still calls it A New Hope and not Episode IV), but the prequels "Episode I," "II," and "III." I try to use their proper titles, but generally end up saying "Episode _" instead just out of habit.
That's what happens when you make the episode number twice the size of the title on every poster and trailer.