I use both, as well as "the Mets". Never gave it much thought as to why which comes out, but upon reflection I'd have to say I usually use "we" in anticipation of events about to happen and "they" in retrospect of what has happened. Might have something to do with being in the moment while viewing a game. Also how, when viewing a game, I feel the team as well as us fans are kind of in the same boat. Before things happen we all have our hopes. After things happen is the reality of what the team did. I usually use "the Mets" in referring to the team when I am not observing them play. I chose we/us for this poll because I think most of what I say in terms of rooting for the Mets is said with hope.