I see you have some good pointers here, including your own response to the others, but perhaps this may also be helpful:
I would suggest that your problem here is not understanding the dividing line between conventional speech and the careful, precise speech needed when discussing Dhamma.
It is perfectly propper to say "I am", for example when speaking of going to the store. It is when discussing existence and non-existence that the idea "I am" becomes the statement of a point of view.
And there the Buddhist position is clear: There being no thing there that can qualify as a self when that qualification is that that thing is under one's own control, the statement "I am that" becomes a statement of an opinion, or point of view concerning existence and non-existence, and as such will always be partly wrong and not helpful when it comes to disassociating one's self from that 'that'.
Hence the frequently repeated:
"Is the eye permanent or impermanent?"
"Is that which is impermanent going to cause pain in the end or not?"
"It will cause pain."
"Is it proper to say of that which causes pain:
"This is Me", "This is my self", "This I am" ? "No."
The key to distinguishing when to use which is to ask yourself:
"Is what I am saying an opinion, a point of view, or is it just a statement of an observable fact."
Opinion: "There is no self"
Statement of an observable fact: "There is no thing there that is the self."
"But!" you object, to say: "There is no thing there that is the self," states an opinion about all things and all things are not observable to an individual. What's the difference?"
It is the statement of an opinion when it is being made by someone who does not perceive the essential nature of that which has come to be as being 'change'.
We can observe one thing which encompasses all the rest: That, by definition, that which comes into existence is subject to Time; that which is subject to time is bounded by a beginning, middle and end.
It's that "end" bit that is the troublemaker.
It is also that 'end' bit which allows one to say: "There is no thing there that is the self" because a 'thing' is a thing that has come into existence and will pass out of existence and we have established that a phenomena so bounded is not under one's control and cannot therefore justifiably be called 'the self' or 'belonging to self'.
That cannot be said of the statement: "There is no self" although that may seem like a logical conclusion to be drawn from the statement that 'There is no thing there that is the self." It isn't. To say: 'there is no' is to state an opinion about all things that has no basis in the observable. It would require being able to see all things at all times and that is beyond the power of even the Buddhas.
"Is this not just a lot of words amounting to nothing?"
Of course that depends on one's seriousness with regard to the problem the Buddha's Dhamma solves: Serious one will, sooner or later, work one's way to a serenity (samadhi) which will reveal one's attachment to a stream of 'lives' going back into endless time and moving on out into the endless future and one may see at that point the utter horror of that in its companion: endless aging and death, grief and lamentation, pain and misery and despair. At that point, having the opinion "There is no self" will not help you to escape; but seeing that "There is no thing there that is my self" will.
That is the point, say I.