yosemite mail remove self from cc list
The default behavior for Mail is that it doesn't cc you when replying unless you've flipped the toggle to cc you on every reply.

But you can get weird mismatches that cause Mail to not identify your own address. This just happened to me with my work Exchange account. I moved to Mail from Outlook and Mail cc'd me on every response.

The resolution for my specific case was that my contact card had my name entered as firstname lastname, while my Exchange account in Mail showed the name as lastname, firstname. When I changed the display name in the Mail account to match how it displayed in my contact card, Mail stopped ccing me.