Yes indeed, it is confusing (and has cost me many hours of my life!). When I started tabulating elliptic curves I was not very careful about labelling them in a deterministic way, so the Cremona labels for curves of conductor up to a few hundred are fairly random. Since I published those tables (up to conductor 1000) in 1002, I though I had an obligation not to change the labels. But when the LMFDB came along it was decided to have a systematic labelling which is deterministic (and for isogeny classes, agrees with the labelling of the associated newforms). So curves have two labels (at least for conductors up to 500000).
For the isogeny classes, I switched to the LMFDB ordering at that time so there should be no discrepancies beying conductor ~200k (I forget the last difference). But for curves within each isogeny class, the LMFDB ordering is lexicographic ordering of the coefficients [a1,a2,a3,a4,a6] of a reduced minimal model, which is is easy to implment though the reults are often not nice (look at the curves of conductor 11, for example, and see which one is first). One good thing about the Cremona labels within an isogeny class is the curve #1 is the optimal one (with respect to Gamma_0(N)).
You can see a description of the labelling system by clicking on the link "elliptic curve labels" under "Learn more" on the rght side of elliptic curve pages, that takes you to
http://www.lmfdb.org/EllipticCurve/Q/Labels.
Plenty of people use each of the two labelling systems. Sage's labels are Cremona labels (E.label() is an alias for E.cremona_label()), same in Magma and gp.
John