English, as it's the only language I speak fluently. Really, I think all people think in the same "language." I mean if someone thinks of a cup. No matter what language you speak, you're still thinking of a cup. You just associate a different word with it. I don't know about other people, but when I think, I usually do it with images, not words.
I think in english and korean. Depends on what I'm thinking about really. Certain choice phrases don't translate well if at all. My 7th grade spanish teacher told us once that you'll know you're fluent in that language if you can think in it.
Mainly portuguese (my native language). But many times I've to think in english, because things don't translate so well. Specially when I'm thinking about science (a lot of the time ). Translating technical terms is very boring, and can be very confusing).
Mostly french, but sometimes english, esp. when I must think in advance of what I should write in a mail (etc) before I remember I must write in french ^^
I guess it's become an habit cause of the time I spend online :s
Also, things such as "What the fuçk ...?" don't have an equivalent in my language :-(
Chinese and English...
I think it depends on what you are thinking about. I think you'll think in the language you first learned the think you are thinking about in (am I making sense? oO). My parents do math in Burmese.