When you talk about the country: United Kingdom was coined to emphasise the fact that we are four equal countries. Great Britain really means England and the three countries it conquered (i.e. four unequal countries).
However when you talk about the people, 'British' is the only term we have (No 'United Kingdomish').
Incidentally the reason for the 'great' part is that there were two countries called Britain, to avoid confusion we generously agreed to be the 'Great' Britain, and let them just be plain old Britain.
Personally I use English more than British nowadays, mostly to piss off the Scots, Irish, and Welsh (Funny, they love saying they are Scottish/Welsh/Irish not British, but as soon as you say "Yeah I agree, I prefer to be called English so I don't lumped in with you lot either", they get upset).
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