Pruebe esta consulta -
categorías+subcategorías:
SELECT c1.id, c1.name, c2.id, c2.name FROM categories c1
LEFT JOIN categories c2
ON c2.parent_id = c1.id
WHERE c1.parent_id = 0
categorías+subcategorías+sub subcategorías:
SELECT c1.id, c1.name, c2.id, c2.name, c3.id, c3.name FROM categories c1
LEFT JOIN categories c2
ON c2.parent_id = c1.id
LEFT JOIN categories c3
ON c3.parent_id = c2.id
WHERE c1.parent_id = 0