I would not agree with Mr. Hinteler and Nimh regarding the term "Gypsy". [..] the Russian term for Gypsies, "Tsygan" (derivative from the German "Zigeuner") appears even in the Gypsies' own folk songs, and one of the bands in Europe calls itself "Gypsy Kings"...
Well, yes, I think I was pretty clear about that. I mentioned myself already the example of Bulgarian Roma, divided between those calling themselves Roma and those calling themselves Tzigane. And the example of Roma in many other countries who whenever possible prefer not to define themselves as either. And just like everyone else and probably - having been conditioned to survive and make the best of things in often hostile countries - more so, Roma will be pretty pragmatic about self-definitions. "The Roma Kings" wouldnt sell many records - so you use what you can.
This new Roma 'national awareness' is still sketchily developed, but I do think it will grow. All the organisations uniting Roma on an international level already use the word "Roma", I think. You notice it among the (relatively few) highly educated Roma, too. A professor in a class I took in Budapest used the word "Gypsies" even with two of them sitting in his class-room, apparently unaware of the sensitivity of this, and they were outraged. And this was in a course on ethnic relations!
So - yeh, in the end it is like the other examples. If you talk with an Australian or South-African, you'll probably say "Eskimo", cause they wouldnt perhaps know what an Inuit is, and that wouldnt make you a racist either. But once you do know about Eskimo vs Inuit, you'll be considerate about it whenever you go to Canada, say. In the end, when and if many "Indians/Eskimos/Gypsies" decide it's insulting to be called "Indians/et cetera", we simply do have to adapt. You can't just insist on saying "Negro", for example, because "you mean no harm" and the word "has been used for ages", once you become aware that the "Negroes" in question are offended by it - because from then on, it becomes a deliberate provocation (as in "I dont care how you feel about it"). The whole thing is dynamic. A century ago, the dictionary would have given a wholly neutral definition of the word "Negro", like it does now of "Gypsy" - now it warns "sometimes offensive" (www.webster.com).
The comparison with Hungarian/Magyar (or Albanian/Shqip, or whatever) is not so relevant, I think, because it involves a clear Q of national boundaries. Outside Albania, Albanians are called Albanians, inside, they're called Shqip. Here it's about what to call the peoples you actually live in the same place with - by the name you have stuck onto them, or by "their own name". Although, now that you mention it - have you noticed how "Peking" was replaced by "Beijing", in the news, on maps, etc? That was on the specific urge of the Chinese government. So who knows, we might get to say "Magyars" yet. Perhaps when they get their own nukes ;-).