For myself, the closest I come to attaching any label to my sexual identification is queer. Even that is a tricky one for me...I think of it in a literal, dictionary-esque sense. "Strange or odd from a conventional viewpoint ; unusually different."
Queer tends to be more of a North American term( from what I've found at least), even though I am Canadian I have friends from outside of North America who still find queer to have negative connotations.
I personally love to be a smart ass - and when people ask "What are you?" I say with a big grin, "I'm not straight". They then look at me in a rather confused way, and stop asking questions.....Or I tell them that I'm greedy