The first few caveats are pretty much null and void:
1. By being immortal and invulnerable, you are essentially evolution personified. You are the endpoint of evolution. Evolution is all about survival, and by being able to survive EVERYTHING, nothing can evolve past you.
2. So what? Again, you are not only immortal, but also invulnerable and largely pain resistant. There is effectively nothing keeping you from strolling into the white house, telling the president you'd like to know how those nukes work and then dictating your demands to the world. The only reason the government has power is because they have a monopoly on using force, and as soon as that becomes a non-factor, they have lost their authority.
3. This actually is a good point. One could try to find some way to induce amnesia every century or so in order to keep your brain working. Since you can't die, you can try out many ways of achieving this.
4. The way I see it, one has to expect all friends and loved ones to die before them anyway (though I would not hope so). This is not much of a change from that assumption.
5. Not necessarily. It depends on your view of the future. I assume that mankind will eventually manage to leave this planet and expand to other places. Also, as long as you stay involved in a community, no one will just "forget" you either.
So ultimately, with the right outlook, it seems like a pretty good deal. Also, you might just have completely crushed my original plans for NaNoWriMo and given me an idea for a new project...