In theory the rule is that you're supposed to refer to people by what name they prefer (e.g. "Little people").

Here's what Wikipedia says:

* The terms used to refer to Native Americans have been controversial. According to a 1995 U.S. Census Bureau set of home interviews, most of the respondents with an expressed preference refer to themselves as "American Indians" or simply "Indians"; this term has been adopted by major newspapers and some academic groups