Call them elves, or call them liches, either way the coin lands..
They gain some of the perks of being a lich, with some different drawbacks (servitude of some form is typically involved in this, or at least, it can be depending on how the coin lands). Their immortality is already inherently divine (in most cases anyway), and only seldom do they need phylacteries to harbor their spirits (so far as physical threat goes, most baels are able to clone/copy themselves, or recreate their own vessels at-will at a location of their choosing).
Add to that the years of lifespan they have as elves, even before they become baelnorns, they can accumulate decades beyond what a human or other would-be species prior to a transformation... The whole, retaining memories, personality, etc etc, just seems to be a too-good-to-be-true type deal. Though as it turns out, it is true..
There are a few drawbacks however.. The matter of transformation is no easy feat, you'd have to be really trusted by the DM to be a successful Bael (or such is my experience), plus the whole "connection to goodness" thing, sometimes it's too flowery and rainbows to be taken seriously. If you can get over that hill though, then why not turn your back on your society and use your immortality to raise demons, or undead to further serve your own agendas.
Once upon a time, I had a lot of fun playing a Baelnorn, his existence predated several centuries of gametime, as well as a handful of the current cast of realm-gods in power (though he was no god himself, he was something more akin to a primordial). I ended up recycling his concept into an unholy figure, in another campaign down the line, after he used his immortality to exploit several contracts with demons, and usurp quite a bit of evil power.
I had a Good Lich once, it wasn't a baelnorn technically since A) she had a phylactory and B) she was a human originally.... I sort of played her off as a bit Irish, and while I can't recall if she had any levels of Druid (possibly one or two ex druid levels but I'd have to look back at the sheet) she had the original druid mentality (not the D&D druid) of worshiping a collection of gods, not specifically a pantheon so much as 'this god for this and that god for that' type thing... I know she had cleric levels cause I gave her the pleasure Domain from BoED to offset an ability she could use to take Cha damage... she was kind of fun too.
Played an insane druid once, thought he was doing the work of the spirits, by genocidally murdering and destroying civilizations (small towns and the like which were located among the outskirts of rural territory), so the forest, and other natural masses could reclaim them. He had since forgotten his birth name in his madness and simply called himself "Sickle", as in weeding out (it's a stupid joke, you see? Play on words, based on his personality). Anyhow, he was fun, but messed up to play, you had to take a special sort of mentality with him, cannibalistic, fire starting murdering druid who was off his rocker, and truly believed he was "crusading for the planet", sort of like a really F'ed up version of Captain Planet, now that I think about it. He ran around in furs fitted with bones, had out of control hair that was ridden with lice and ticks, he also had lime disease, boils, psoriasis, and suffered from red rot, he was not a pretty fellow. The kicker is he was half human, half assimar (so quarter celestial), his story was that his mortal side couldn't properly handle his divine side, and it ruined him, the more powerful he became, the less "humane" he was, until he was outright monstrous.
I really like tieflings, there's something about most people instantly disliking you that satisfies my role playing needs. Also if your wings are largest enough and your GM is a nice guy you might be able to glide.
Or if you have horns you can gore a person to death, downside is now you have blood and organs stuck on your head...
I'm boring. I like elves. I like how they are generally depicted as the more refined and elegant, more perfect versions of humans, much to most other races chagrin. I like how they generally are of the mind that they are old, and they are going to continue to be old and that humans and most other races don't know what the ******** their doing, while at the same time have decided not to bother trying to fix them, cuz it never sticks and its much more entertaining to just sit back on the porch and watch. Gods help you if you step on their lawn though. I am fond of half-elves probably more, but I would not go so far as to call them a race.