I don't buy quantum immortality as a necessary consequence of many-worlds. There are some rather dodgy steps in the logic -- in particular the one that says that "you" can't find your personal experiences going down a branch where your existence gets terminated. Surely somebody has to be there to subjectively experience having a bullet blast a hole in their skull?

Personally I think if you tried that, even if many-worlds is true, you'd almost certainly wind up dead.