I think it's really interesting and we all have different experiences. Reading the thread and seeing the vid that Tuerto posted, Sludges comments, and my own experience living where I do, there are a few things that have sprung to mind.
For me, following The City has always been about it being Cardiff but maybe that dynamic has/is changing a lot. What am I trying to say? When I go to watch Wales, then that's Welsh football for me. When I go and watch the Cymru Premier, that's Welsh football too. When I go and watch us, it's Cardiff (this is my personal feeling I'm not trying to say it's right or wrong). I had a discussion recently about this (can't remember the thread) and it got a bit confused becasue I raised this issue of us playing in the EFL. I know the history and everything but do people think that this has become more confusing as the years have gone on (not suggesting I want us to be out of the EFL I'm just raising issues of identity here). There are lots of English people I've spoken to or taken to matches over the years who have been put off by anti-English chants or even the 'Welshness' of our club and didn't feel connected.
I'm not trying to stir anything up but I do think we are a confusing club for a lot of football people and wonder if this is a good or bad thing? I think for a lot of support outside of the city it's about a Welsh club, in the city, there's probably a mix (as I said, I never really feel connected as a Welsh club but that's just me). I'm just chucking this stuff out there as part of the discussion not to start any arguments. I find it interesting.