Family Relations

I have been wondering about something. It has to do with extended family and how I refer to them. I have noticed that when I talk about our (my husbands and my) relatives I seem to believe in segregation. For instance, I usually refer to our nieces as "my niece" (of which there is only one) or "my hubby's niece" (of which there are many) instead of just saying our niece. I'm trying to decide why I make this differentiation. When I think of my aunts and uncles, I feel equally related to both of them - the one I am actually related to by blood as well as the one I am related to by marriage. They are both my Aunt and/or Uncle regardless of the official relationship and I consider myself their niece, not her niece or his niece. When I designate "mine" or "his" does it sound like I value one relative over the other? I really don't think I do, but I kind of think it sounds like it. I do think when you just say our _____ that it can sometimes be confusing. Quite a few years ago there was a young man in our ward who had just returned from his mission. One of my nephews was serving in this same mission and my husband struck up a conversation with this RM. He said, "I have a nephew that is in the same mission you just got home from. His name is Elder ______. Did you know him?" This young man looked at my husband and then looked at him again and said, "I knew an Elder ________, but I'm pretty sure he wasn't your nephew." You see this nephew is quite fair and probably the blondest nephew I have, and the elder could see that my hubby was obviously Native American. My husband laughed and said, "Actually he's my wife's nephew" which helped to clear things up and they decided that yes, it was the same person. It's obvious that my husband is more inclusive than I am, but he ended up having to differentiate anyway, so perhaps he should have just done it in the beginning.
So, I am curious. How do you refer to the relatives you have acquired through marriage? Do you lump everyone into the "our" category or do you separate them into "your ____" and "my ______"? Do you think there is a right way or a wrong way to do it or does it really not matter? Does the distance of the relationship make a difference in what you say? Take for instance, do you say my brother and his brother but refer to the nieces, nephews and cousins as our? In some relationships we have the option of using the ending in-law as in brother-in-law or mother-in-law. but I don't think I've ever heard of anyone referring to someone as their nephew-in-law or their cousin-in-law. Is anyone out there an etiquette expert? Is there some official, written guideline that I need to refer to? And what about the wives of my nephews? Are they now my nieces or our nieces or no nieces at all? Sometimes life can get very complicated.