1. "I did not do anything" : Yes, this is fine
2 "I did not do nothing" : This is not a correct translation of "no hice nada". If you say 'I did not do nothing', strictly speaking, this means 'I did something'. Two negative make a positive. That said, many native speakers use this form colloquially. If you go to an English-speaking country, you will hear many less educated people say 'I didn't do nothing'. Don't copy them, and don't use this form yourself. If you, as a non-native, were to use this form, people would presume you were making a mistake.
3. "I did nothing" : This is also fine. It means the same as #1
4. "I did not did anything" and 5. "I did not did nothing":
These are simply ungrammatical. The verb form 'I did not did' doesn't exist.