Choosing a genre

When I wrote my first trilogy, I thought I was writing science fiction. I thought Marion Zimmer Bradley's Darkover series was sf, and since that was my inspiration, I assumed my series was also sf. It wasn't until it was published and began receiving reviews and analyses that I learned it was something a bit more selective called science fantasy.
My next novel, The Terrorists of Irustan, came along. This one I knew was science fiction. It has actual science. It takes place on a different planet. Ergo, sf, right? But not exactly. It turns out I had written something called social science fiction. Okay, looking back on other books that carried that designation, I had to agree, because books by Connie Willis, Nancy Kress, Vonda McIntyre, and Suzy McKee Charnas fit that genre.
You might think that by then I knew what I was writing, but I still didn't. And I don't. I wonder if any of us do? When we delve into a story, I suspect a lot of us (the least commercial of us, I'm sorry to say) are thinking about plot and character and what we want to say with our story. We're not thinking about what genre it is. And even if we were, would it make a difference how we write the story?
Genre identification is useful mostly for marketing purposes. The big challenge in publishing is to match the reader to the book, and naming genres is one way to do that. Amazon and other services label books by genre. I'd really like to know how many authors deliberately set out to write, say, paranormal romance, a relatively new and quite popular genre. Or urban fantasy. I wonder if urban fantasist Kat Richardson, for example, just had a set of characters in her head, and a setting, and started telling stories? It might be easier to write to a specific genre, but the danger in that is that the genre we choose might have already morphed into something else by the time the book hits the shelves.
I have a new book coming, and I don't know what genre that one is, either. If pressed, I might say paranormal women's fiction. I might say musical historical fantasy. But I might not say anything, because I keep being surprised by these things. It seems markets and reviews choose the labels, not authors. I just hope my readership is willing to trot along after me as I tread different paths. And I hope they know it wasn't I who put up the road signs.