Say "gracias." Spanish speakers use "gracias" a bit less than English speakers use "thank you," but it's generally used in the same types of situations.
Use "muchas gracias" if you want to say "thanks a lot." If you want to over-do it you could say, "muchas, muchas gracias."
Say "estoy agredecido," if you are a man, or "estoy agradecida," if you are a woman to say "I'm thankful."
Use the expression "to give thanks" by saying "dar las gracias." If you want to say, "I give thanks," you would say "doy las gracias."
