When I run alone, I tend to think through a variety of things. I will play out different strategies for dealing with difficult conversations on the horizon, or work through how I'm going to get something done, prioritize weekend tasks, etc.
I look at the sky - day or night, daydream about cloud formations, or try to figure out if that bright thing in the sky is Jupiter, Venus, or a plane. I have a few favorite trees I check out each time, watching how they change with the seasons.
I count yard signs. My neighborhood is full of yard signs - political signs, church shindig ads, roofers, etc. Lately a 3 mile run gets me 300 signs.
I run to the fancy side of town and daydream about what kind of house I might like if someone would do the cleaning for me and pay the heating bill. I look at people's landscaping for ideas on what to do about our yard.
Once I printed off a map of my neighborhood, and made the goal of running every single block in the neighborhood in one month's time. I discovered a few neat things in the area doing that.