I choose life.
With my million year lifespan I think I would comfortably have time to do pretty much anything and everything I could think of.
-A life of rich experience travel the world/solar system/galaxy, be widely read, meet interesting people, sleep with the hot female interesting people I meet.
-I'd also have time to become an expert at a lot of things. Outliers estimates that it takes 10,000 hours of deliberate practise to become an expert at something - in one million years of just 2 hours practise a day I could therefore become godlike (Beatles, Mozart, Tiger Woods, etc level) at 73,000 skills.
-Power. There'd be enough time to become a captain of industry, a general and president of the world/intergalatic human empire.
-Media empire. Think about the publishing deals, syndicated blogs, documentaries, etc. First hand retelling of events 10,000 years ago. Public speaking circuit - in 1mil years you could accumulate some pretty good anecdotes.
The one no one else has mentioned is that in 1million years it's fair to say that humans would evolve and us 'immortals' would be left behind.... maybe we wouldn't become the ancient all-knowing prophet but would become the very bottom rung of the ladder in a gattaca future?