Formal:
* Nous sommes bénis. (This is the most literal translation and is generally considered formal.)
Informal:
* On est bénis. (This is a more casual and familiar way to say it.)
* On a de la chance. (This literally means "we have luck" and implies that we are fortunate.)
* On est chanceux. (Similar to the previous one, this means "we are lucky.")
More specific:
* Nous avons beaucoup de chance. (This means "we are very lucky.")
* Nous sommes favorisés. (This translates to "we are favored" and implies being privileged.)
* Dieu nous bénit. (This means "God blesses us" and is a religious expression.)
Ultimately, the best way to say "we are blessed" in French depends on the situation and the level of formality you need.