(Self-)citation etiquette
Usually I just cite the journal version. But (if the history is important) I would add a note to the same citation about earlier conferences or preprints.

I think this style is preferable to making one paper look like two citations, except possibly in cases where the conference and journal papers have other significant differences than completeness (such as changes to the author list or claimed results). It is also unrelated to whether the citation is to my own paper or someone else's.

For harvard-style Name (year) citations, it might also make sense to mention the earlier version in-text as Name (year, announced earlier-year), as well as putting the information in the actual reference.

[Converted from a comment to an answer at the suggestion of Kaveh]