English, strange considering my first and main language is Mandarin.
I think in both swedish and english. And back when my japanese was good, I was thinking in japanese too (and still do to some extent but not very often).
I figured that people would probably think in more than one language, but Kyuuen's case is interesting ^_^ I only speak English, but when I was learning Japanese I'd sometimes get the occasional Japanese word stuck in my head, although I suppose that isn't really thought.
A perfectly fluent bi-lingual person would probably think in both and not even realize it. Just like occasionally words in the other language slip out. Languages are not word-for-word identical, hence why translations are always localized to a degree. As such one language may be better for certain situations and another the other.
I think that would be the case with my Grandmother. It's a little hard to get my head around that though, but I suppose everyone thinks in different ways, such as Veeno thinking in just thoughts, I suppose you can't really describe with words.
I'm going to mention indescribable thoughts in saying that much of the time, I don't think in any language at all. A lot of times, I may also think in numbers. I'm commonly doing some mental exercise with numbers for video games, school, restaurant tips, and just random calculations to solve when bored and I like to do most of my math-related work in my head. The language I use most in my thinking is English, although sometimes a tiny bit of french may be part of my thinking and, on rare occasions, some Arabic slips in there.
Numbers? Interesting, I've never really thought about that before.
Edit2
I wonder if remembering or hearing your thoughts in a voice could perhaps make the neurons stick better, and thus more memorable. Or perhaps the inverse could happen? Either way neat to think about.
The brain's always neat to think about