Literally, it means I am moving forward better than anyone else. Even in English, it seems to have the the implication that I am the most successful. What do you think?

2ne1의 "내가 제일 잘 나가" 라는 노래는 좋아하는 노래중 하나에요. 그런데 '잘 나가' 라고하는 것이 무슨 뜻 인지 잘 모르겠어요~ I'm the most popular....'내가 제일 잘 나가' '잘 나가' 는 '인기가 많다(=be popular)' 라는 의미입니다.

be on a roll, be on fire 하는 일마다 잘 풀리고, 인기도 좋다는 그런 뜻입니다

I'm not going to lie.... I love this song. lol

Great answers! I had trouble figuring out the literal translation, so thank you for the explanation Mynick; I agree the phrase has similar connotations in English. We would say "to be on a roll" as Susemi mentioned. Thanks for the corrections, Evan!