Most common:
* Je pense à... (Formal and informal) - This is the most general and common way to say "I am thinking of" in French.
Other options:
* J'ai à l'esprit... (Formal and informal) - This means "I have in mind..." and emphasizes that you are actively considering something.
* Je réfléchis à... (Formal and informal) - This means "I am reflecting on..." and emphasizes that you are thinking deeply about something.
* Je suis en train de penser à... (Formal and informal) - This means "I am in the process of thinking about..." and emphasizes the act of thinking.
Examples:
* Je pense à toi. (I am thinking of you.)
* J'ai à l'esprit un nouveau projet. (I have a new project in mind.)
* Je réfléchis à la situation. (I am reflecting on the situation.)
* Je suis en train de penser à ce que je vais manger. (I am in the process of thinking about what I'm going to eat.)
Choose the option that best fits your intended meaning and the level of formality of the situation.