The expression "I should be so lucky!" is a general expression used in everyday English which actually means exactly the opposite. That is, it conveys anguish at continuous bad luck. In fact, it is said in a manner that implies that somebody other than yourself is having all the luck, while you just don't seem to get that luck at all.
While saying "I should be so lucky!" you generally say it in a humorous or sarcastic manner, often with an emphasis on the word 'so'.
1. The ISC Member of the Month award was given once again to the same member who had won it the previous time too. Great – I could be so lucky!
2. Rohit found it weird that he was on a losing streak in the chess competition as he was not such a bad player. He took it sportingly, though, and with a grin told his friend, "I should be so lucky!"
3. When Maya heard that Sandra had won the college annual marathon for the fourth consecutive year, she exclaimed "I should be so lucky!"