I think that this comes up as an issue because there isn't one standard way that everybody uses (that I've come across, anyway). A few are more commonly used:
1. Nothing. -- e.g. You never knew what people would come up with, Sam thought.
2. Italics. -- Everything except the tag (Sam thought) italicized.
3. Some other quotations substitute. -- This is most common in the fantasy or sci-fi genres when some sort of telepathy is being used. e.g. Using :: or [ ] in place of quotes.
Some people use quotations to show thoughts, but this can quickly become confusing unless you use something else in addition to differentiate them from spoken words. And, if you're just going to use something else anyway, then (my opinion) you might as well just use one of the other ways of showing them and leave off the quote marks.
Also, I've used an example with tags, but the tags themselves don't have to be used either. It's pretty clear to the reader that in, "The options had been laid out. But how was she supposed to know what to do? She bit her lip," part of it is taking place in her head.
Ultimately, it's up to you to decide how you want to show this since there's some flexibility. Regardless of what you pick, your readers will thank you if you make it clear when something is being thought v. spoken. Hope this helps!