Hello - I experienced this problem also - including the check-box for "cc myself" not working at all. I found that the following fixed this problem for me when running the latest version of Mail in Mountain Lion.
The fix requires an edit to the plist which is slightly different for Mountain Lion, therefore I would recommend only Mountain Lion users try this fix.
The problem for me was when using Exchange and an email alias for my account - basically, my mail routed through an external hosting service and uses user@address.com and user@address.local - I was getting the cc when the mail client was "seeing" user@address.local in the mail address line and "thinking" it was sending from user@address.com.
Go to Mail plist:
~/Library/Mail/V2/MailData/Accounts.plist
And edit the email address key...yours might look like this.
<key>EmailAddresses</key>
<array>
<string>user@address.com</string>
</array>
Edit plist to add the alias:
<key>EmailAddresses</key>
<array>
<string>user@emailaddress.com</string>
<string>user@emailaddress.local</string>
</array>
This has, so far, worked for me.