When your character is thinking something, how is the best way to show this?

For instance if I wrote -

I dealt with it all wrong, Jo thought to herself, I should have found out all I could about him, then maybe the police would have something to go on.

Is that fine as it is, or would it be better in italics or single speech tags as below.

I dealt with it all wrong, Jo thought to herself, I should have found out all I could about him, then maybe the police would have something to go on.


'I dealt with it all wrong', Jo thought to herself, 'I should have found out all I could about him, then maybe the police would have something to go on'.

In that case, I'd probably go for the italics. They give reason to the change from third to first person. The speech marks do that too, but they also give the false impression of speech, which this isn't. If you change the order of the phrases, you might not need the italics, ie, if you indicate that this is a thought before the words.

Jack looked up and thought: that shouldn't be there.

but I still like,

Jack looked up and thought, That shouldn't be there.

The second can survive with a comma because it appears to the reader as introduced dialogue.

It may depend on how often you refer to her thoughts. Frequent use of italics would be distracting. I'd go for the first example, but maybe with a full stop after 'thought to herself.'

I read once that speechmarks should not be used to denote thought.

Id definitely go for the italics, and I'd dispense with 'Jo thought to herself'. If you use italics, and you're in that person's POV, I don't think you need it.
The other thing is that you can put just part of the thought into italics - the defining part:
I dealt with it all wrong She should have found out all she could about him, then maybe the police would have something to go on.
Susiex

<Added>

er, with a full stop between sentences, of course...

An alternative is to use the technique known as Free Indirect Style, which is a very common way for novelists to deal with a character's thoughts.

Free Indirect Style is where you write a character's thoughts without quote marks or italics, without using "she thought", and without changing to first person. There's a good explanation of the different ways to represent thoughts in The Cambridge Introduction to Narrative:

Take the following example: It was a hot day. Elspeth wondered to herself: 'What on earth am I doing lugging stones on a day like this?' In a free direct style the attribution phrase and the quotation marks are dropped: It was a hot day. What on earth am I doing lugging stones on a day like this? In free indirect style this becomes: It was a hot day. What on earth was she doing lugging stones on a day like this? The phrases Elspeth thinks are still written in her vocal style but it stays in third person past tense. In other words, the third-person narration freely adapts itself for the temporary indirect expression of a character's thoughts or words.

It's actually a fairly common way of representing a character's thoughts. Anne Tyler uses it all the time.

If you wanted to use it in your own example, it would become:
She'd dealt with it all wrong. She should have found out all she could about him, then maybe the police would have something to go on.

Free Indirect Style

That’s the term I was trying to think of. It pulls the reader right into the character’s head, doesn’t it.

However, if you're going to stick with speech tags, get rid of ‘to herself’ … she wouldn’t be thinking to anyone else

Dee

I'd go for the free indirect, myself.

Rosy

I think the question was, what would you do if you wanted to show direct thought. Sometimes you have to.

I occasionally interrupt a flow of text:

Jack looked down at the body and replied, 'His head appears to be have been squished...' just like the last '...so I can't determine any actual features.'

I think I stole that from early Stephen King.

Actually, the question was "when your character is thinking something, how is the best way to show this?" If you're writing a third-person narrative, I think the best way is to use free indirect style. There are times when you might want to use a different technique, such as quote marks or italics, but IMO those times are quite rare.

A good way to work this out, though, is to read the work of novelists you admire and see how they handle characters' thoughts. Most of them will be using free indirect style, I suspect.

I think I use a bit of both, and relish flashbacks in italics, or 'otherwordly' bits in italics too.

And yes, Stephen King taught me that trick too!

JB

I woudl do something to differentiate thought from the rest of the text - italics or speech marks is up to you. I use italics.
I think Terry Pratchett does the 'interrupt text' thing too.

Standard practice, though, is neither italics nor, nowadays, speech marks.

So:

direct thought, like direct speech without the speech marks:

Jane walked down the road. I wonder what would happen if I jumped under the wheels of a tram, she thought. Would Paul mind at all? Or would he just grin that maddening way he always does, and move back in with his bloody mother?

free indirect:

Jane walked down the road, wondering what would happen if she jumped under the wheels of a tram. Would Paul mind at all, or would he just grin that maddening way he always did, and move back in with his bloody mother?

ordinary third person:

Jane walked down the road, wondering what would happen if she jumped under the wheels of the tram, and whether Paul would mind at all, or just grin and move back in with his mother. [note, no question mark for this one]

Emma

Thanks everyone, I think I'll go with the free indirect style as it reads better.