Is there a way to stop Mail auto CC'ing yourself, when replying all ?
The preference is to keep a copy of an e-mail you originate or reply to one person or forward.  I don't see the point, since a copy goes into a Sent folder anyway.

Reply All means All people on the message, not just some.  If you don't want to keep a copy, just erase your name before sending.  Of course, there will still be a copy in your sent folder anyway.