I love that the thought bubbles actually relate to events and wishes for Sims, it gives them more life and it's always fun to imagine what conversations sims are having, it can be hilarious sometimes. "Oh you hate technology? Well I like kittens!". Wut. :D :D
I love when they are dreaming and you kind kind of see what they are dreaming about, especially when they're pregnant or in a relationship and you can see that they're dreaming about their loved ones, it's really cute.
The funniest thought bubbles are in pet conversations though!

"So you're a horse, what do you think of Autumn? I hate it."
"Aww mate I don't even like horses."
Black dog is staying quiet on this one.. :D

"So I said I didn't like Autumn earlier but..I like it now!".
"Gotta keep an eye out for those eagles though!".
These pretend conversations entertain me far more than they should. :D :D