Immortality gets boring rather quickly.
I think I'd be more inclined to pick immortality if it also enabled you to somehow step outside the 'system' and just observe. You didn't need to work or anything like that, you could just travel around and experience people's stories and how those stories (along with culture, religion, technology etc) would change over the years. And then to see how life would compare 1000 years in the future to now, and what kind of lives and stories those people would have to tell, and what weird, new experiences there would be. That would be fascinating.
Saying that though, if instead you would just continue your everyday normal existence for ever and ever, then yeah that could get pretty boring. But I suppose life is what you make it, after all...