Those patriotic songs people have mentioned are not what does it for me, though I agree they are stirring – negatively for some people, including me; I don't want to be proud of something that has negative connotations for other countries and our Rule Britannia period does.
No, I feel fortunate to have been born British because we have one of the most advanced civilisations in the world. I judge that on the availability of national health care, a national and universal education system, universal suffrage, and so on, so I'd be just as 'proud' anywhere else that has those advantages, and just as glad that kids aren't dying of malaria all around me, and that girls aren't allowed to go to school, and that only the rich get really good medical treatment because no one else can afford it. I'll stop there. That'll do. You'll get the idea no doubt.
The Rule Britannia and I Vow to thee my country songs make me feel slightly ashamed really. Yes, they are rousing songs. I feel the emotion behind them, but I feel the history too and some of it I'm not proud of.