Do this, please.
People are going to say you'll get kicked for saying so. Maybe, everyone in a while, you will. But for the most part, you wont, and your party will appreciate the heads up. Most bosses only need about 2 lines of explanation, and everyone's going to appreciate the time you save by fessing up so you don't wipe.
With the recent patch, everyone knows when someone new is there anyway. Might as well say its you so they can tailor they're instructions to your class and role.