I am not necessarily proud of my race, but neither am I ashamed of it. I think that mankind can rise above the differences between the races, but that does not mean that those differences will cease to exist. Racial characteristics account for the most profound variations in anatomy beyond those of gender. I can never change my skin. Since it is with my skin that I meet the world, it is very important to the way I identify myself.
Race is only one half of ethnicity, however.
The other component is culture. I am an American. I would say that I am proud to be an American. There are a lot of aspects of the American culture that I'm not terribly proud of, such as an inexplicable love of guns and violence, and a peculiar tendency towards Puritanism and bigotry. The U.S.A. has its share of faults, as any nation does, but I think that in practice it does a lot more good than it does harm.