I would have used actual examples in the OP, eg
Vampire (eternal life, invulnerable, no ageing, regen, but at a price - bloodlust, sunlight etc).
Highlander (eternal life, no ageing, but no regen, can be killed by decapitation, gains immense knowledge and power through the quickening, the killing of other immortals by decapitation).
Wolverine (regen, very slow aging, near invulnerability, possibly not a true immortal)
Undead - Zombie (eternal "life", no regen, invulnerable, constantly rotting and in need of human flesh).
Godlike (regen, no ageing, invulnerable)
etc. The godlike option is obviously the best. Highlander and Wolverine types are cool too.
Only vapires and undead "suck", so many disadvantages (smelling, rotting, no sunlight, constant blood/flesh hunger etc).