I assume we're just talking about Greek myth. I wouldn't want to be any of those.
The Greek gods are incredibly human-like and subject to deception against each other as well as by mortals. Life is not all play and sex and servants, there could be hardship. You could be cheated on, forced to serve mortals, and generally have to be crass to get your way.
The Titans are doomed by their very nature, and most of them are in Tartarus or selectively punished by the gods. To be a Titan is to be predestined to be overthrown or forgotten, no matter how powerful you are. The Titans exist to be evidence of the might of the Olpympians.
The heroes lead incredibly harrowing lives; few of them make it back from their great quests without losing something valuable, often family members, taken vindictively from them at the expense of their heroism. It's a very lonely existence.
The nymphs probably have it easiest, being minor deities of local natural phenomena. Unfortunately there is no male equivalent of a nymph. Satyrs are their counterparts, not their equals, and satyrs are confined to woods and vegetation. I'd rather be a star-nymph, or one of the nymphs who lived in the islands of the far West tending the apples of the Hesperides. But, being a guy, that's not for me.
I'll be happily mortal! In ancient times I might be a priest or an advocate of a particular deity, probably Athena at Athens, or Hermes at Pheneos. Just like now, I'd spend my time teaching people the importance of remembering their stories and influence.