I still find it odd to see The Duchess of Edinburgh in reference to the Queen, as to me she has always been the Queen. I am aware that that was her title from marriage to her succession, but I have rarely seen it written down anywhere. To me the Duchess of Edinburgh, when I see it written down, I picture Sophie as we know that in the future she will have that title. (Well, if Charles keeps up his mother's promise to Edward.) Regarding that, James would not be The Earl of Wessex, would he? He would be James, Earl of Wessex as he has no HRH style (that he uses.)
The Queen is not only the Duchess of Edinburgh, but also the Duke of Lancaster, Duke of Normandy and Lord of Mann (the latter three, in her own right). Of course, those titles aren't used: she is just the Queen. James, as male-line grandson of the Monarch, is de facto a Royal Highness and Prince of the United Kingdom. Upon the Earl and Countess of Wessex' request, James and Louise do not use and are not known under those styles and titles; nevertheless, both legally have them and can chose to use them at any time.
When Prince Edward becomes The Duke of Edinburgh, James will have the courtesy style of James, Earl of Wessex. Once he inherits his father's highest title, he will be either
His Grace, Duke of Edinburgh or
His Royal Highness Prince James, The Duke of Edinburgh (depending on whether he chooses to use his royal style and title later on).
It is even odder to see Prince Charles of Edinburgh and Princess Anne of Edinburgh. Charles had this title until his mother became Queen, and then he came The Duke of Cornwall, correct?
Normally, Charles should have been styles as Lord Charles, Earl of Merioneth (his father's second highest title), while Anne would have been a plain Lady Anne Mountbatten. However, in 1947 George VI issued Letters Patent granting any children Princess Elizabeth and Prince Philip might have automatic style of a Royal Highness and title of a British Prince; thus, Charles and Anne were born a Prince and Princess and were indeed known as Prince Charles and Princess Anne of Edinburgh. When their mother became Monarch, Charles automatically became The Duke of Cornwall (as well as other titles the Heir Apparent to the Throne has), while Anne became The Princess Anne.
The styles and titles of our Royal family will confuse me, as does the order of precedence. I think it will always confuse me, so I just watch when the family are all together and I look at who walks behind and in front of whom as they walk down aisles and such! What confuses me slightly is when members arrive in order of precedence? For example, at the wedding of William and Catherine, Andrew's car was in front of Edward and then Anne's followed. This, however, was different from Zara's wedding as Edward's car arrived before Andrew's, which was followed by William. How does that work out? At the funeral of the Queen Mother, the cars after the funeral went Queen, Charles, Andrew, Edward, Anne etc. Who decides if it should be reversed?
William's wedding was a semi-state event and precedence was quite closely adhered to. Prince Andrew outranks Prince Edward and was thus first.
Zara's wedding, on the other hand, was a private event and basically the royals could arrive in any order they wanted to.
The Queen Mother's funeral, while not a state one, was nevertheless as close to it as possible; thus, the strictest protocol rules were followed. The Precedence was followed to a letter, apart from Princess Anne who did break rules to a certain by appearing in full Royal Navy uniform becoming the first woman other than the Monarch to attend a funeral in a uniform.