I think in English quite a lot - as much as possible (I do it on purpose). I have made it a habit and have done it for many years, so it's quite natural for me now. Sometimes I notice I'm thinking in Danish, then I switch back to English.
It helps me maintain my English and to discover holes in my vocabulary, because I'm thinking about something and suddenly I don't know how to express it in English. Then I have to consult a dictionary or perhaps ask a question here on italki.
In my experience, I've been learning english for a quiet long time and I should say I found myself thinking in english than in spanish (which is my mother tongue) it's involuntary but I already used to it :D For me it's not difficult as I'm always talking with people and that helps to my vocabulary as well :)
If you are learning a language, I recommend you to write, read, listen, talk and mostly THINK, that will help to your brain to adapt and be more easy when you have to talk to people :D
For me another language is another prospective another way of thinking
I have been doing this with english for maybe 6 years.