Je ne pense pas
This is a direct translation and is the most widely used and understood phrase.
Here are some other ways to say "I don't think," with slightly different nuances:
* Je ne crois pas: This translates to "I don't believe" and implies a stronger doubt or disbelief.
* Je ne suis pas sûr(e): This means "I'm not sure" and expresses uncertainty rather than outright disagreement.
* Je doute: This translates to "I doubt" and conveys a stronger sense of skepticism.
The best choice for you will depend on the context and the level of certainty you want to express.