I always say, "I'll have the (insert menu item here), please" - whether it's a fast-food place or a sit-down restaurant. And always, always say thank you.
I'm really irritated by people who'll say "I want" or "Can I get...?" unless it's "Can I get (x) substituted for (y) in (z)?" And even then, it's not, "Can I get," it's "May I have (x) substituted for (y) etc." I catch myself doing it sometimes, so yes, I'm guilty. But I try to correct myself when I can, especially when I'm out in a semi-formal or formal setting, which with my laidback friends and family doesn't happen often.