Shaykh Salih al-Fawzaan was asked in his lesson on Sharh Fath al-Majeed (23/04/1434H) (MP3):

Esteemed Shaykh, may Allah grant you success, he (the questioner) says: Some of the students of knowledge say it is not desirable for anyone to say 'I am Salafi' because this is commendation of oneself. Is it correct what he says?

To which he replied:

If he says this from the angle of commending himself, it is not permissible. Yes, as for when he says it from the angle of clarifying, because he is amidst the various opposing parties and groups and (desires) to free himself from them, and says 'I am Salafi, I am upon the methodology of the Salaf' from the angle of freeing himself (from them), then this is good. Yes.

Translated by Abu Iyaad.