I don't know about others but as long as I'm surrounded by my mother language, then I'll think in my native language even though sometimes I think in english (ie: when I'm writting something like this)..
I've come to find that I predominantly always think in English, but I have the ability to "switch" my thought process into any of the different languages I speak.
Even when I'm speaking my mother tongue, whether a family member or translating something for someone (which happens often in my life) I find that I still form my thoughts in English.