It depends... in 95% of my dreams, I'm in 3rd person watching...
My memories, I'm in 3rd person... I don't actually remember things as how I see them currently, but remember them as if I was a spectator... remember position I was in, but see a generic body sitting/standing in that spot...
Talking I speak in first person, although sometimes, playfully, start talking in third person (happens quite a bit online, but out loud in person as well). Your example in parenthesis would definitely be third person, unless the person clearly identified me. "Hello, is Allison there?" "Oh, hello Jaimie, no Allison isn't here." "Ok, can you please tell her I called?" whereas "Hello is Joe there?" "No, I'm sorry, would you like me to take a message?" "Could you please tell Joe that Jaimie called? Thank you."
but thinking wise... I think in 1st person -- in the sense that I think using the words "I" and "me" and think about my entity... however I do have a slight disassociation with myself, and I'm often shocked by how I look when I see myself in images and mirrors. My mental image of myself does not match up at all (although, its actually more of a lack of an image really... more like an empty vague entity... like when one visualizes a book character (or maybe its just me who makes vague humanoid body entities but no real specific facial characteristics and stuff), its not defined, but its still "me"... then I see myself in mirror and it jars me out of that state and conflicts with the vagueness I accept to be myself, thus confusing/surprising me.)
When I think of future scenarios... I think of myself in 3rd person as well... see that vague ghostly entity that I identify as me approaching another vague entity for an interview, see that entity giving my friend a much more sharper and well defined entity a cheesecake outside the theatres (this Sunday xD). Other people I know well, they're mental images are much more well defined, but still not quite what they actually look like, more of a hypothetical ghostlike version with their facial features softened and stuff, I suppose so that it still fits them in most circumstances.... all the expressions they'd show in a day, change in outfits, change in hairstyles... its vague enough to emcompass it all and not surprise me from differences. (Although when my friend shaved his beard O_O;; did not fit his "entity" xD! Shocked me beyond belief and took weeks, scratch that, months, to adapt... )
But for the here and now? 1st person

Ok, can you please tell her I called. (second person, you first then I)
Joe, I would like it if you could do me a favour and tell bill that I. (i first)
Joe, could you do me a favour and tell bill that I. (you then I)
Joe, could you do me a favour and tell bill that 'yourname'. (you then what you call me)