Informal:
* C'est pas drôle. (This is the most common and straightforward way to say it.)
* C'est pas amusant. (Slightly more formal than "drôle.")
* C'est chiant. (Very informal and slangy, meaning "boring" or "annoying.")
Formal:
* Ce n'est pas divertissant. (More formal and literary.)
* Ce n'est pas agréable. (More formal, meaning "not enjoyable.")
Other options:
* Je ne m'amuse pas. (I am not having fun.)
* Je trouve ça ennuyeux. (I find it boring.)
The best way to choose the right phrase depends on the specific situation and who you are talking to.