I find that I do this as well. I'm writing Close 3rd and initially I stayed completely away from italics and largely from internal monologue. But the further I get with my drafts, the more I decide to write out her thoughts and to italicize them. It's like tko said, though -- I'll often italicize certain thoughts while not doing so for others in the same paragraph. There's no cut and dry rule. Sometimes writing is a science. Other times, it's an art.
I'm also a fan of italicizing certain words in dialogue. I think that emphasis can make dialogue shine; give it a certain depth you might only find in a tv show or movie. But too much of this (like anything) and the reader starts to notice the formatting, which pulls them out of it.
In his book On Becoming a Novelist, John Gardner describes novel writing as "a vivid, continuous dream" that we're trying to paint for the reader. Whatever facilitates that... whatever keeps the reader fully engaged is what you should aim for, and that's often less cut and dry than we'd like. I find that my manuscript has become more engaging with the addition of internal monologue via italics, because it really roots the reader in the my protagonist's head, IMO. There's just less distant there.
