It seems that almost any direct male relation to a King will be given the honor of being called Prince.
Easy examples, Joffrey and Tommen are the sons of King Robert
Harder example, Bran and Rickon are the brothers of the "King" in the North.
Holdover example, Doran is ruler of Dorne and were allowed to maintain the Prince titles after they were not conquered by the dragons. We also see again that a brother, Oberyn, is given the title as well.
The same is true for females (for once!). Myrcella is called a Princess as she is the daughter of King Robert. Shireen like wise is called as her father is claiming to be king.
So we can confirm that brothers of a King will be called "Prince". However, we never see Stannis and Renly given this title (before the death of Robert).
Is there any reasoning for this? Did their positions as Lords of Dragonstone and Storms End and as members of the Small Council somehow "out rank" their status as princes?
Answer
For Bran and Rickon, it's worth noting that both are Robb's heirs. Renly and Stannis are not. It may simply be the case that they were once called princes, but became "Lords" when Robert had children.
In Stannis' case, it may also be to avoid the awkwardness in calling him "the Prince of Dragonstone," a title that historically implied that he would be the heir. Likewise, in Renly's case his primary duty was as Lord Paramount of the Stormlands. Both are also on the Small Council, whose members are called "lord."
Which brings me to an important point: more so than the Targaryens princes ever were, Stannis and Renly are lords in their own right rather than just a part of the royal family. Under the Targaryens, principality over Dragonstone and Summerhall was never seen as lordships. They were properties belonging to the crown that were traditionally granted as a seat for royal Targs and could be given and retracted at the crown's whim.
But Robert didn't give Renly and Stannis principality over Dragonstone and the Stormlands, he gave it to them as lordships. Renly's sons would inherit Storm's End after him, Stannis's sons would inherit Dragonstone, etc. each creating cadet branches of the main family. To hammer in this distinction, I wouldn't be surprised if it were the Baratheon bros themselves who insisted on going by Lord.
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