I'm curious to see if people refer to the Rockets in the first or third person. When talking about the Rockets I always say the Rockets won or the Rockets lost or the Rockets need X. I notice others say we in those situations. My take on it is I'm not on the team so I don't say we won/lost, etc. I don't mind people saying it but some of my friends do. When someone says "We won!" their smart-aleck retort is usually along the lines of "How many points did you score?" What say you?
I mix and match... but I usually use "we" a lot during post-game discussions for whatever reason. I don't see anything wrong with a fan saying "we" to a point... to me the team and its entire city are together. For example: I live out of state so when I'm referring to the Rockets I'll say things like "we suck in close games," or "we aren't having a good year." It's a sense of identity.
My personality forces me to attempt to communicate clearly. It's who I am. "We won" introduces confusion. Therefore, even though I feel that "we won", I say "the Rockets won".
Here you can find good psychological insight into it, happens to most of us: http://www.spring.org.uk/2009/11/basking-in-reflected-glory.php
I always say "we". We're the ones who go to the games, buy the merch, support them all the way. They represent our city.
I usually mix and match. I've "corrected" my use of the "we", sometimes in the same post. But as much of my time as I waste---er, invest---in "the team", then I have the right to say "we". Because, Mr. Hand, I was thinking. I'm here. You're here. Doesn't that make it OUR time? Yes, Mr. Spiccoli, it is our time. But it is MY team. Yes, Mr. Hand, and you are wasting YOUR team.
I say we all the time. My one friend called me out, but then my other friend said that I'm a shareholder of the team after buying all the gear and tickets and stuff. Therefore, we is necessary.