"Of course, this is still impermanent and part of dukkha, but one could keep trying over and over to be reborn again and again in the Brahma realms." - Well, but it's not completely under your control - it may well happen that when one falls from a Brahma Realm and is reborn in a lower - one forgets about one's past life and one's bad karma having matured - one's intention is no longer pure (Moreover, the circumstances one is reborn in may be exceptionally disagreeable/unfavorable for treading the Path of Purity - depending on one's karma of course). I think the following story should make this point clear.
IN BRAHMA LAND HE SHINES BRIGHT; IN PIG'S PEN, TOO, HE FINDS DELIGHT
At one time, the Blessed One went into Rãjagiri for almsround. On
seeing a young female pig, the Blessed One smiled. Noticing the white
radiation which shone forth from the teeth of the Buddha, the
Venerable Ànandã knew that the Buddha was smiling. Accordingly, he
asked: "What has caused, Sire, to smile?"
The Blessed One pointed out the young female pig to Ànandã and said,
"See that young female pig? She was a young woman in human existence
during the dispensation of Kakusanda Buddha. When she died, she was
reborn a hen in the neighbourhood of a monastic feeding hall. The
small hen fell victim to an eagle. But earlier she happened to have
heard the recitation by a yogi Buddhist monk of a meditation subject
which aroused in her wholesome thoughts. By virtue of these merits,
the small hen was reborn as a princess named Ubbari in a royal family.
The princess Ubbari later left the household life and became a
wandering mendicant. Residing in the mendicants' residence she
happened one day to gaze at the maggots in the latrine. The worms
served as an object for meditation (contemplation of ugliness of
worm-infested corpse or contemplation of a white object) by which she
attained the first jhãna. When she passed away, she was reborn a
Brahma in the first jhãnic Brahma world. On expiry from the Brahma
world, she became the daughter of a rich man in the human world which
she left again only to be born a pig now. I saw all these events which
made me smile."
On hearing this story of repeated births in various existences,
Venerable Ànandã and other monks became greatly alarmed and agitated
with religious emotion. The Blessed One stopped going on alms-round
and while still standing on the roadway, started teaching the dhamma
in six verses, the first one of which stated:
Yathãpi móle anupaddove dalhe,
chinnopi rukho punareva róhati
evaõpi tanhã nusaye anuhate
nibbattati dukkhamidaõ punappunam
'If the main roots of a tree remain undamaged and in good condition,
even when the upper branches are cut off that tree will grow again
developing new buds and shoots. Likewise, if there remains defilements
(lying dormant) which are not yet eradicated by ariya magga, this
suffering of rebirth will arise time and again successively.'
What is conveyed by this verse is this: 'During her existence as
princess Ubbari, she renounced the world to become a wanderer. By
practising meditation, she attained the first jhãna which could dispel
or put away by vikkhambhana pahãna (elimination by discarding) only
the defilements of pariyutthana class, i.e. craving for sensual
pleasure which appears as sensuous thoughts at the mind's door. By
means of vikkhambhana pahãna, jhãna can put away the defilements only
to a certain distance for a certain period of time. Thus, she was able
to dispel the craving for sensual pleasure when she attained the first
jhãna and later in the Brahma world. But when she was born again in
the human world as the daughter of a wealthy man, the craving for
sensual pleasure reappeared because it had not been rooted out by the
ariya magga. The bhava tanhã (craving for existence), of course,
persisted even when she had attained the jhãna. Because the latent
defilements had not been completely uprooted, she had to descend from
the Brahma world, through the human world, into a pig's existence. So
long as the craving persists, repeated rebirths will take place in
this way in various existences.'
In reference to this story of descent from the Brahma world to a pig's
existence, ancient Sayadaws had left an aphorism, 'In Brahma land, she
shines bright; in pig's pen, too, she finds delight'. But it is not
possible to be reborn as a pig straight from the Brahma world, nor as
any other animal nor in the realms of petas (starving ghosts) nor in
the states of misery. By virtue of the upacãra bhãvanã, the access
meditation, proximate to the jhãna previously attained, rebirth can
take place only as a human being or in the celestial abode. The young
female pig of the above story also passed through human life where she
was born as the daughter of a wealthy man. It is quite possible that
she landed in a pig's existence after being the daughter of a wealthy
man because of the bad kamma she had committed then, in being haughty
and insolent to those she should have shown respect.
When the young female pig died, she was reborn in a royal family of
Suvannabhumi, which is generally taken to be the country of Thaton.
Some scholars, however, take Suvannabhumi to be the Sumatra island,
relying on the bronze inscriptions made by the King Devapala about
1500 Buddhist era.
From being a princess of Suvannabhumi, she passed over to Varanasi,
India, as a woman. She then became a woman in Varãnasi, in south-east
of Bombay. From there, she was reborn the daughter of a horse-merchant
in the seaport town of Supparaka, north-west of Bombay. Next, she
became the daughter of a shipowner at the port of Kavira in the
south-easternmost part of the Indian peninsular. This is the coastal
district inhabited by the Tamil people, formerly called Damila. After
that life, she was reborn in the family of a government official at
Anuradha or present day Sri Lanka. Her next life was as a daughter of
a rich man, named Sumana from Bhokkanta, a village south of Anuradha.
She took the same name as her father, Sumana. Later her father left
that village and settled down in the Mahãmuni village of the Dighavapi
District. One day, a minister of the king Dutthagãmini, named
Lakundala Atimbara, happened to visit the Mahamuni village on a
certain business. Upon seeing the young lady Sumana, he fell madly in
love with her. He married her with great pomp and ceremony and carried
her off to his village, Mahãpunna.
The Venerable Mahã Anuruddha, who resided at the monastery of
Taungsun, happened to visit her village for alms-round. While waiting
for offer of almsfood at the gate of Sumana's house, he saw Sumana and
said to his monk followers: "Bhikkhus, how wonderful, what a marvel!
The young female pig of the Blessed One's time is now the wife of the
minister Lakundaka Atimbara."
On hearing this exclamation, Sumana, the wife of the minister,
developed jatissara ñãna (knowledge of previous existences). With the
help of this faculty, she recalled to her mind the previous existences
she had passed through. In consequence, she became agitated with fear
at the prospect of repeated births in the cycle of existences. Asking
permission from her minister husband, she went to a bhikkhuni
monastery and got herself ordained. After ordination, she listened to
the discourse on Satipaööhãna Sutta at Tissa Mahã Vihãra monastery.
Practising mindfulness meditation in accordance with the sutta, she
became a sotapanna, well-established as a stream-winner in the first
stage of the Path and Fruition. Then, when king Dutthagamini came on
the throne, she went back to her native village, Bhokkanta, where at
the Kalla Mahã Vihãra monastery she heard the discourse on Asivisopana
Sutta which enabled her to attain the fourth stage of the Fruition and
became an Arahat, completely free from influxes, passions.
Going over the thirteen existences of Sumana thoughtfully and
mindfully, one could get aroused with religious emotion. When, as the
young woman at the time of the Kakusanda Buddha died, she left behind
her family, possessions and her own physical body. The bereft family
and friends would have grieved over her death. She became a hen. What
a frightful thought, a human being to be reborn a hen! That hen would
have a family and friends, too. She met with a terrible death, from
decapitation, when an eagle seized her and struck her fiercely with
its beak. There is consolation, however, that she was reborn a
princess for the merit accrued from having heard a discourse on
meditation. The hen would not, of course, know anything of the dhamma,
but as she had given devout attention to the discourse, certain merit
would have accrued to her for which she was reborn a princess.
Listening to a dhamma discourse is thus very beneficial and fruitful.
It is a matter for gratification that she became a Brahma after being
a princess by virtue of her jhãnic attainments. It is gratifying too
that from the Brahma world she was reborn in the human world into a
wealthy family. But it is very distressing to know that she left
behind her family, friends and possessions reluctantly to be reborn a
female pig. It is really frightful to think of descending to human
plane from the Brahma world and to sink further still into animal
kingdom as a pig. This should be enough to excite alarm and religious
emotion because so long as the noble ariya magga has not been
established, anyone is liable to find himself landed in lowly states
of existence. It was with the intention of arousing religious emotions
and exhorting the bhikkhus to take to dhamma in all earnestness that
the Blessed One had told them the account of the female hen's
succession of existences.
How the young female pig met her death was not mentioned in the texts,
but it could be presumed that she was slaughtered by her breeder as in
modern times. The young female pig must have had a family and friends
which she left behind, causing grief to them. It was comforting that
she was reborn afterwards as a human being in six places from
Suvannabhómi to Anurãdha. But in each of these existences, every time
she departed from one life there must have been considerable suffering
from sorrow, lamentation and grief for her and her dear ones. That she
finally became Bhikkhuni Sumana Theri is the most heartening part of
the story.
The cause of the succession of her existences departing from one life
to be reborn in another is tanhã or samudaya saccã, the Truth of the
Origin of Suffering. Other people who are not yet rid of tanhã will
likewise go through the cycle of rebirths, dying from one life to be
reborn in another. It is extremely important, therefore, to get
established in the practice of the Noble Ariyan Path in order to
eradicate tanhã, otherwise called the Truth of the Origin of
Suffering. Sumana Theri first heard the discourse on Satipatthãna
Sutta. Then she practised mindfulness in accordance with the
Satipatthãna method which helped her attain the status of sotapanna
(the stream-winner). Then, hearing the Asivisopana Sutta, she devoted
herself more ardently to the practice and attained Arahatta Fruition
to become a female Arahat. Tanhã, otherwise samudaya, was completely
eradicated from her. Therefore, there would be no more rebirth for her
and she would be enjoying peace after her parinibbana.
Sumana Theri, therefore, declared to her colleagues that she would
fully pass away (parinibbhuto) after the ayusaïkhãra, the vital
principle for her present existence had become exhausted. Thereupon,
her colleagues, bhikkhus and bhikkhunis requested of her the story of
her existences. "I was a human woman at the time of the Kakusanda
Buddha. When I died from there, I became a hen. I was killed by an
eagle which broke off my head and devoured me. Then I became a
princess in the human world . . ." she continued to recount her past
existences till the time of her final existence at Bhokkanta village.
She concluded, "Thus have I passed through thirteen existences
encountering the ups and downs, vicissitudes of life in each
existence. In this last existence, being wearied of the cycle of
rebirths, I have become an ordained bhikkhuni and finally attained
Arahatship. I urge all of you, my righteous bhikkhus and bhikkhunis,
to put forth your endeavour mindfully to become fully accomplished in
sila, samãdhi and paññã." Then she passed away, causing religious
agitation in the minds of her audience, consisting of men, women,
bhikkhus and bhikkhunis. This story of the young female pig is fully
described in the commentary to the Dhammapada.
And of course - the important thing to realize is that the Brahmas Realms or even Bodhisattas are still not completely free from suffering - So, it is important ask oneself - Why would one wish to be content with a lesser amount of suffering - when the complete cessation of suffering has been declared to the world by the Tathagata ?
You can read in greater detail about rebirth and dependent-origination here :
http://www.buddhanet.net/wheeld05.htm
This is how the Buddha compares rebirth in the Brahma Realm with Nibbana :
Sariputta : "What do you think, Dhanañjanin? Which is better: hell or the animal
womb?"
"The animal womb is better than hell, Master Sariputta."
"... Which is better: the animal womb or the realm of the hungry
shades?"
"... the realm of the hungry shades..."
"... the realm of the hungry shades or human beings?"
"... human beings..."
"...human beings or the Four Great King devas?"
"...the Four Great King devas..."
"...the Four Great King devas or the devas of the Thirty-three?"
"...the devas of the Thirty-three..."
"...the devas of the Thirty-three or the Yama devas?"
"...the Yama devas..."
"...the Yama devas or the Tusita devas?"
"...the Tusita devas..."
"...the Tusita devas or the Nimmanarati devas?"
"...the Nimmanarati devas..."
"...the Nimmanarati devas or the Paranimmitavasavatti devas?"
"...the Paranimmitavasavatti devas..."
"...the Paranimmitavasavatti devas or the Brahma world?"
"Did Master Sariputta say, 'Brahma world'? Did Master Sariputta say,
'Brahma world'?"
Then the thought occurred to Ven. Sariputta, "These brahmans are set
on the Brahma world. What if I were to teach Dhanañjanin the brahman
the path to union with the Brahmas?"
[So he said:] "Dhanañjanin, I will teach you the path to union with
the Brahmas. Listen and pay careful attention to that. I will speak."
"As you say, master," Dhanañjanin the brahman responded to Ven.
Sariputta.
Ven. Sariputta said: "And what is the path to union with the Brahmas?
There is the case where a monk keeps pervading the first direction
[the east] with an awareness imbued with good will, likewise the
second, likewise the third, likewise the fourth. Thus above, below, &
all around, everywhere, in its entirety, he keeps pervading the
all-encompassing cosmos with an awareness imbued with good will —
abundant, expansive, immeasurable, without hostility, without ill
will. He keeps pervading the first direction with an awareness imbued
with compassion ... appreciation ... equanimity, likewise the second,
likewise the third, likewise the fourth. Thus above, below, & all
around, everywhere, in its entirety, he keeps pervading the
all-encompassing cosmos with an awareness imbued with equanimity —
abundant, expansive, immeasurable, without hostility, without ill
will. This, Dhanañjanin, is the path to union with the Brahmas."
"In that case, Master Sariputta, pay homage to the Blessed One's feet
with your head in my name and say 'Lord, Dhanañjanin the brahman is
diseased, in pain, severely ill. He pays homage with his head to the
Blessed One's feet.'"
So Ven. Sariputta — when there was still more to be done, having
established Dhanañjanin the brahman in the inferior Brahma world —
got up from his seat and left. Then, not long after Ven. Sariputta's
departure, Dhanañjanin the brahman died and reappeared in the Brahma
world.
And the Blessed One said to the monks, "Monks, Sariputta — when there
was still more to be done, having established Dhanañjanin the brahman
in the inferior Brahma world — has gotten up from his seat and left."
Then Ven. Sariputta went to the Blessed One and, on arrival, having
bowed down to him, sat to one side. As he was sitting there he said to
the Blessed One, "Lord, Dhanañjanin the brahman is diseased, in pain,
severely ill. He pays homage with his head to the Blessed One's feet."
"But why, Sariputta — when there was still more to be done, having
established Dhanañjanin the brahman in the inferior Brahma world — did
you get up from your seat and leave?"
"The thought occurred to me, lord, 'These brahmans are set on the
Brahma worlds. What if I were to teach Dhanañjanin the brahman the
path to union with the Brahmas?'"
"Sariputta, Dhanañjanin the brahman has died and reappeared in the
Brahma world."
Dhanañjāni Sutta (MN 97)