Everything would become insignificant after a while. If you lived to say, 1,200, a 30 year marriage would seem about as long as a bachelor party. I guess one benefit would be that you could amass wealth/do/create things that you otherwise wouldn't have time to do if you were mortal.
I would probably choose to be immortal given the option but no way I could continue on forever, I'd have to pull my own plug eventually, just my own theory but I think after a while you would go insane.