I don't talk to myself out loud, but I do have entire conversations in my head. They're not usually to "myself", though, they're to some imaginary person that I've created in my head. I'll often argue with myself over a certain point, even when I know that both my arguments are flawed.
More often, though, I'll talk to other things. I have a tendency to talk to computers, especially if they frustrate me. Other things too, but mostly electronics. It's almost like I understand how the computers think, if that makes any sense.