I would say: ホストファミリーの皆さんは、私にとても良くしてくださいました or とてもやさしくしてくださいました。 (It's for when you talk to someone about your stay.) If you want to know how to thank them in a polite way, I would say: 大変お世話になりました。皆さんに良くしていただき (or 優しくしていただき)、感謝しています。 In my opinion, it isn't needed saying "while I lived with them" because "host family" means "they live(d) you". However, there are other ways of saying your sentence in Japanese. I hope other people answer with their version. I hope this helps you.

I'm not a native Japanese speaker, but I think that the expression you're looking for is お世話になりました。 Let's see what Japanese say! :)