In the case of finding this site, "So lucky I am to find this site" would be incorrect. In fact, when referring to anything that can only be found once this is not correct.
The reason is simple: by putting "to find" in the present tense you are suggesting that you are lucky every time that it occurs, and also that it occurs regularly. I could, for instance, say "So lucky I am to find quarters in the couch cushions!". I find quarters pretty much every week, so it's okay to put this in present tense. You don't find this site every week, though. You found it once in the past.
But now there's one other question that I've seen debated: the difference between past perfect tense and past preterit tense.
Consider the two sentences:
"So lucky I am to have found this site!"
"So lucky was I to find this site!"
At first these both sound like past tense, so they should be acceptable, right? But there's one important difference- the word have. It's made even more confusing in this instance because "found" is both the perfect tense and the past tense for this verb. An example where these two would be different would be "eaten" and "ate". "Eaten" is perfect tense, "ate" is past tense.
So what's the difference between past perfect and past preterit? The past preterit means that something happened and is no longer happening. The past perfect means that something happened, is no longer happening, but still has an affect on the present.
For instance, consider the following two:
"I lost my keys"
"I have lost my keys"
In the first sentence we don't know if the keys are still lost, or if they have already been found. You could easily follow this sentence with "but I found them under my bed".
In the second sentence the keys are still lost. It does not make sense to say "I have lost my keys, but I found them".
So as far as finding this site is concerned, if you are still active and posting on this site then it's correct to say "So lucky I am to have found this site", since the site is still found in the present. If you forget how to find this site in the future, though, and you think back fondly on your wonderful memories here, you would want to say "So lucky was I to find this site". Because at this point we can no longer tie the verb into the present, so we are left with one recourse.
Note that, like the keys example, any time you can use past preterit you can also use past perfect tense. Meaning both are currently correct.