He prefered Princeps.
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The first was the Empire's founder, Charlemage. He was "Holy" because his rule had been blessed by the Pope - Leo III crowned Charlemagne personally. He was "Roman" because the Holy Roman Empire was meant to return to Europe the order and cultural life that had been lost when the original Ancient Rome fell.
Augustus Caesar Dynasty XXXII 63 B.C.E. - 14 C.E. ruler of Rome
Augustus was a title which can be translated the Exalted One, but is usually translated as the Venerable One. This title was given to Octavian who became the first Roman emperor. Historians use the name Augustus to indicate the period when Octavian was the emperor.
The title assumed by all Roman emperors was Caesar. Even though it was originally a family name, after the Julio-Claudian dynasty, it became the designation for the leader. Augustus was also an honorary title given to all emperors, but he was referred to as Caesar in his all his official dealings.
Octavian held only two titles, that of "princeps" meaning "first citizen" and that of Augustus, which was given to him by the senate. Gaius Julius Caesar Octavianus was his adoptive namenot a title. Sometimes they are confused.