Oh my gosh, yes. It would be extremely painful to outlive loved ones, and I must admit that if I had children, I might not be willing to do it... but those considerations aside, yes, I'd take immortality in a heartbeat.
Imagine what you could accomplish if you had centuries! Imagine how well you would come to understand the dynamics of world affairs -- surely you would soon develop systems that would lift all people up from poverty and ignorance... systems that would reward the best of human behavior (integrity, compassion), rather than the worst (exploitation, greed).
You could have many careers -- be an archaeologist for awhile, then an architect... a news correspondent, an astronomer, a cancer researcher, a meteorologist, a pilot, an orchestra conductor...
As it is, we humans finally reach an age at which we've seen enough to really understand the world, and maybe even have an idea of how to fix what's wrong with it -- and then we die. Immortality, even for only a few of us, would open up the possibility of greater advancement in the overall condition of humankind.
The question makes me think of an original Star Trek episode in which James Daly played a man who was immortal. He had lost countless friends and lovers over thousands of years of life, and now he was living alone on a remote planet except for his brilliant companion, a beautiful young woman... who turned out to be an android he had designed because he so desperately needed a loved one who would not die and leave him.
It also makes me think of one of my favorite quotations: the playwright Noel Coward once said he would like to live forever, and someone asked, "What if you were ill and bedridden?" And Coward said, "Even if only as an observer, I should like to live forever."