Well, Reeve is definitely in control of Cait Sith, but as Zeromus_X pointed out, he may have some conscious though on his own. Advent Children is part of the reason I think this, seeing how Cait Sith showed up without his mog that he controlled. Yet, in the scene where all the calls were coming where the rest of the team was saying that they were going to come back together again, Reeve was definitely one of the people that called. So, I'm still not really sure if Cait Sith has any conscious though of his own or not.