We would say "I have no idea" or "I don't have any idea."

I don't have idea or simply say "No Idea"

"I have no idea" it is OK, and a non-polite conversation, just "no idea."

Hi Marcelo, in conversation it is common to say "I have no idea" or just "No idea." You could also say "I don't have any idea" for emphasis. "I no have idea" is incorrect - I am learning Spanish and I always want to say "Tengo no,.." instead of "No tengo..." in English the verb comes first! I don't have idea" is also incorrect, as "Idea" can not stand alone - in this case you need to use words such as "any" or "an" .

"I have no idea" is the best answer