On the one hand, one lifetime is not nearly long enough to do all the things I want to do.
On the other hand, I've been severely depressed before, and the biggest thing that got me through those times was knowing that I only need to get through one lifetime - which again, really isn't that long.
Overall, I don't think I would ever want to be immortal, but I would gladly take a long extension if some kind of djinn were to offer it.