Research demonstrates a disjuncture between the practices encouraged by teacher education programs and what teachers actually do in the classroom. It also informs us that the cognitive and social characteristics of individual teachers such as their attitudes, beliefs and knowledge contribute to their classroom practices. This qualitative study investigates how the teacher identity of mathematics teachers -- the person's sense of who he/she is as a mathematics teacher -- is related to the disjuncture between encouraged and actual classroom practices. Specifically, the study looks into how mathematics teachers form their teaching practices in the social context of their classroom interactions, and tries to understand the nature of the discomfort that teachers sometimes experience in the process of shaping their classroom role and teaching practices. The study takes a dialogical approach to identity, seeing the self as something that an individual develops through interactions between his or her core "substantial self" and context-dependent "situational selves." The qualitative data were collected from four in-service high school teachers in the United States. The study sheds light on the variability of the process of shaping teaching practices; it discusses factors in this variability, and explores how teachers develop and settle into their practices through negotiation between the substantial self and situational selves in the classroom context.