Formal:
* J'en ai assez. (This is the most literal and common way to say it.)
* Je suis las/fatigué/e de cela. (This is more formal and emphasizes the feeling of being tired of it.)
Informal:
* J'en ai marre. (This is more colloquial and expresses frustration.)
* Je suis écoeuré/e de ça. (This is stronger and means "I'm disgusted by this.")
* Ça me gave le bourdon. (This is very informal and means "This is boring/annoying me.")
More specific:
* J'en ai assez de tes bêtises. (I'm tired of your nonsense.)
* Je suis fatigué/e de ces problèmes. (I'm tired of these problems.)
The best way to say it depends on the context and your relationship with the person you're talking to.