I also did the "she said" thing (or rather, "I said"), but I think I took it a step further to the point where I thought in past tense all the time. As if I were writing the novel of my life in my head as I was living it. I actively made myself stop doing this, for pretty much the reason you describe here--not living in the moment.
I do, however, think about how I will later tell the story of what is currently happening, and I dislike that I do it for, again, the same reason as you mentioned. I've been trying very hard to live in the moment recently, because I'm afraid of letting my life pass me by and not really experiencing anything.