I and many other feminists have a habit of saying "I'm a feminist, but . . ." For example, I say "I'm a feminist, but I watch Twilight," or "I'm a feminist, but I shave my legs."
The pesky little word "but" in that phrase does a world of damage. It reinforces the idea that there's one model of what a feminist should be, and that women who step outside that box are exceptions to the rule rather than the rule itself.
Saying "I'm a feminist, but I'm saving sex for marriage" says "feminists don't do that. I do, but I'm a feminist anyway."
Instead, we should say things like "I'm a feminist, AND I get my eyebrows waxed," or "I'm a Catholic AND a feminist."
Using the word "AND" makes feminism more of an all-encompassing group, and shatters stereotypes. It also supports the idea that feminism is a belief and a mindset rather than just a lifestyle choice.