Me too. Sometimes it makes me feel like such a Walter Mitty. But it’s not that I live a boring life, using my immagination is so much fun.
Constantly. And I’m glad to see so many other people who haven’t let it atrophy. 
The very idea of not thinking is repellent to me; I’m currently in the middle of various debates on a creationist board and there’s this one guy whose entire stance consists of ‘maybe you just shouldn’t ask that kind of question’ and ‘best not to waste your time trying to think of things like that’. Ugh. Makes me feel physically ill.
All the time. About the only time my brain shuts off is before, during, and after an orgasm. If I’m conscious, I’m either immersed in what I’m doing or I’m using my imagination.