* Je m'amuse beaucoup. (This is the most common and direct translation.)
* Je passe un très bon moment. (This is a slightly more formal way to say it.)
* Je suis en train de m'éclater. (This is a more informal way to say it, meaning "I'm having a blast.")
* Je m'éclate comme un fou/une folle. (This is an even more informal way to say it, meaning "I'm having a blast like crazy.")
The best option for you will depend on the context of the conversation and your level of formality.