I consider myself 2nd generation but it is amusing (and irksome) when I'm corrected all the time by others who have several generations rooted here. I suspect it is partly a sociological phenomenon, especially when asked of Asians-Americans. Asians-Americans are still considered the most "foreign" of any of the ethnicities in the United States, unfortunately, so we are still "new" to the melting pot in many people's eyes. I get asked this on a frequent basis, perhaps it would be less so on the West Coast.

My parents were Chinese immigrants, naturalized citizens of the US now, and have been US citizens longer than they were citizens of their own country. I consider my parents 1st generation, and myself as 2nd generation.