All Spanish imperatives follow the subjunctive, with the sole exception of the present tense second person singular familiar (tú) positive form (and the vosotros form, in places that use it).
The first person singular form is usually considered absent for imperatives, but you can use the second person familiar or the third person subjunctive which is conveniently the same as the first person subjunctive. The first person plural imperative follows the subjunctive rule regularly (it's the form that uses the "let" form in English).
If you're really giving yourself a command or suggestion, you might also consider using the first person plural. Sometimes it sounds less crazy.
So for pensar (think):
- Self, think. --> piense or piensa
- You, think. --> piensa
- You (formal), think. --> piense
- Let us think. (or: Let's think.) --> pensemos
- You (plural), think. --> piensen
Indirect speech imperatives follow the subjunctive sequence of tenses.