I really can't choose between invisibility, telekenesis and immortality.
Invisibility would allow you to get furthest in life; You get the ability to spy on people, avoid being seen when you don't want to and there's tons of ways to make money with it and live a nice life.
Immortality on the other hand allows for mostly the same things as invisibility, just in a more brutal way. I can see someone immortal spending (the larger part of) his life fighting in an army for large sums of money. Someone immortal would probably crave for the power of invisibility most of the time. Also, immortality isn't going to help you even the slightest bit if you end up in jail somehow (which you probably will because such a power attracts attention).
Telekenesis doesn't allow as much as invisibility and immortality (You get killed just as easy as any other man, the other 2 abilities are a lot 'safer'), but it'd allow you to have a seriously laid-back life. You'd go around the house doing everything at range and without effort. If you want to live a 'normal' life this would probably benefit you most.
In the end I suppose I'd go for invisibility over immortality, but it's really close. I just think it's the smartest choice; it doesn't attract attention while allowing you to have a good life and still giving most of the benefits that immortality or telekenesis would give you (the upper hand in a fight namely). A combination of these 3 abilities (or the ability to 'swap' between them at will) would probably be the best thing in the world. Either way, neither the ability to fly or to conjure fire allow for half as much as invisibility or immortality. I'd never pick any of those if I had a choice.