They are all correct. And they all mean the same.

"I actually am....." sounds a little strange. I would avoid it. As for the others, they seem to work pretty much the same. So, you're not going to the game? Actually, I am. I changed my mind. (Used for emphasis.) I am, actually. I changed my mind. (Again for emphasis.) Note that you need a comma in this type of sentence. Actually means 'in fact' (de fato) when used this way. Sometimes we use it as an intensifier in the same way as 'really' I actually thought that she liked me. How wrong can you be? I really thought that she liked me. How wrong can you be? As an intensifier it goes before the verb.