Nothing To Say

I am sitting here thinking and I have nothing to say. So, if you have nothing to say, do you say nothing or do you say "I have nothing to say."? I have obviously gone with the latter, but I am not sure if I it is appropriate or not. I would like to say something - something worthwhile and meaningful to people. But, nothing comes to mind. Well . . . I guess if when I think of something to say, I'll say it then.