I would think a pretty crap life. Imagine being followed pretty much constantly, being photographed eating, shopping, walking and so on and then having the media putting their take on what could be a fleeting expression.
I agree with what Lexi said pretty much but there are celebs who do want to get on with their own life but are still followed; ie Brangelina and kids.
Yet they're happy to do photoshoots and the likes.
I have little sympathy for these celebs that complain about press intrusion yet court media attention for their own gain.