Hate to burst your collective bubbles but the IAU has given the galaxy we live an official name it's "the Galaxy". That is the correct name for it.
In the same way it's "the Moon" (note the capital M) referring to Earth's moon and the official name for our star is, "The Sun".
The IAU for those of you who don't know, is the International Astronomers Union and it's been responsible for the naming of all objects outside of the Earth's atmosphere since 1919
See:
http://www.iau.org/public/themes/naming/