Gee.. as unbiased as I want to be, I feel I am Cebuano first before I am Filipino. I am currently working abroad and if someone asks me what my nationality is, I say Filipino with pride. Sometimes the same person would ask me where in the Philippines I am from, then I say Cebu with almost the same intensity.
But the thing is the term Filipino is much more familiar than the term Cebuano so that the questioner doesn't feel he needs more information. But if I say I am from Cebu the person would respond by asking "where is that?" and then if I had a computer in front of me I would surely show him a map and explain how I was born in a tropical island city with neighboring islands in the part of the Philippines called Visayas.... It is so much fun talking to a person about a place in the world he doesn't know existed. Try it. hehe.