After playing a lot of shooters in my lifetime, I like to look around me and figure out the best places to hide, ambush, or generally just use for tactics in a military situation. When I enter a new place, I play out a little scenario in my head as if it was a battlefield and figure out the best tactics to use. However, this is probably also because of the fact I was in an RAF cadets unit for about five years at school...
Also, when I'm bored, and out walking (usually when walking the dog, back home), I'll think about the last game I've been playing and figure out how to solve different problems in my head. For example, when home for Christmas, and out walking the dog, after letting him off his leash on this field we like to go to, I walked along thinking up tactics for beating the Tyrea map on Dawn of War: Dark Crusade. And recently, I did the same thinking how to solve the puzzle to get the key from the subway station in the early parts of The Longest Journey...