Sometimes I think about important social issues such as; "I hope they don't stop making 5.56 m.m. ammo..." Other times I wonder how big of an explosion it would take to turn the armor on my truck into shrapnel, turning me into INTJ puree. (Now with 23% more sarcasm!)
More seriously, most of the time I just let my mind wander wherever it wants. That tends to be when I do my best thinking really, when I'm not trying to mull on anything in particular.