I imagine a lot of things, I've got a lot of "worlds" I can sorta go to. I made a fair few up when I was little, and they just sorta stuck with me. It's quite sad really, but it's fun XD
One world is based off Power Rangers T_T With the major good being Megazord and the bad guy being Mega Zord...It's the same name, really. I'm a bad ass fighter in that world T_T
But, apart from my numerous worlds, I do tend to imagine random things, like caterpies and being a lobster.