There's a book series called The Sandman, where one of the stories in it is about a guy who believes that people die because they accept death as being inevitable. This theory gets overheard by the main character (It would be too long and complicated to say why but I'm just going to say that he lives forever) and so the main character places a challenge that they need to meet in the same bar on the same night, in 100 years time. They do this and they keep on doing this for six centuries, during which time the man has good times, bad times, and people even get suspicious about two people meeting at the same place on the same night every hundred years. Anyway, one thing that never stops is this guy's depression at the fact that there are people he knows and loves who are dieing around him, yet he stays at the same age.
So, in short, no I wouldn't like to live forever.
And when the main character dies (Once again, I won't go into details), this man goes into a very deep depression and it takes ages for him to snap out of it.
So, in short, no I wouldn't like to live forever.