I sometimes think in English, especially when communicating with our resident Brazilian cross-country skier*. Plenty of times I notice that even though my grammar is very far from perfect, I find certain things to be easier to discuss in English than in Dutch, like when we're talking about the more serious sides of life. Which is something I find both weird and interesting, maybe it's because I'm much more used to doing that in English than in Dutch since often those are not necessarily things I talk much about with my Dutch 'social circle'.
*Who is supposed to (and does) speak more and more Dutch these days, while I throw in a few Portuguese sentences here and there.