Quoting (or not) a thought inside of a quote

I've seen this so many different ways, I'm not sure what the proper style is when someone quotes their own thought. How do you punctuate it? For example, somebody says, "I saw him up ahead, so I thought I'm going to catch him."

Does the I'm going to catch him go in single quotes? Is there a comma after thought?

 

I'd quote it, but I usually do it when it looks best.

I know that's not the best advice, but I would do this:

"I saw him up ahead, so I thought, 'I'm going to catch him.'"

Then I would probably go with, "I don't know what was going on. I probably thought it was a big deal, but I also could have thought I would catch him as soon as I crossed the 20-yard line. But I didn't."

To me, quotes in the sentence I just typed would be distracting.

 

Actually, that is the best advice: do what looks the best.

 

I was afraid of that.

 

If he had said, "so I thought I would catch him" obviously you wouldn't need the quotes. "so I thought, 'I'm going to catch him'" looks better with the quotes.

 

Well, I am assuming that you are in the States, but Canadian Press Style Guide states the following example:

The woman said, "He sneered and said 'Never.'"

(alternate double and single marks in quotes within quotes.)

So I think White Brained and Eagle Boy are right.