If you guys have ever read any of Fitzgerald's work, he wrote a story called "Winter Dreams."
In the story, the main character accomplishes everything that he has ever wanted to in life. He is superior to all of his peers / relatives, and he can have anything.
In the end of the story, he breaks down crying. Why? Because he has nothing more to conquer. His life is pointless.
Its the journey thats fun, not always the results.
And immortality would be a lonley thing. Theres also a good chance that you would go psycho.