Astonish suggests overwhelming surprise: The sight of such an enormous crowd astonished us.
Amaze implies astonishment and often bewilderment: The violinist's virtuosity has amazed audiences all over the world.
Astound connotes shock, as from something unprecedented in one's experience: We were astounded at the beauty of the mountains.
Dumbfound adds to astound the suggestion of perplexity and often speechlessness: His question dumbfounded me, and I could not respond.
Flabbergast is used as a more colorful equivalent of astound, astonish, or amaze: "The aldermen ... were ... flabbergasted; they were speechless from bewilderment" (Benjamin Disraeli).
Also, in speaking, you could express surprise by such phrases as Oh, Oh My, Oh Dear, Wow, Holy Cow (or other phrases using holy like Holy Moley, Holy Mackerel, etc), Eek, and a bunch of others.
Gee, isn't used that much except in sarcastic situations?