data entry
pros: don't have to interact with many people, easy, mindless, can probably listen to ipod, may (or may not, depending on environment) dress casual, might have internet access (for breaks).
cons: you will be confined to a cubicle or corner, unable to move for hours on end. it is unlikely you will get sunlight or even see a window. that can be depressing.
warehouse
pros: you can move around more, more physical, might get to be semi-outdoors and see daylight, casual dress.
cons: you will have to have more relationships with people since you have to interact more. you can't be avoidant and hide out in a cubicle. you might or might not always be under the [literal] eye of a supervisor. being looked at sucks. but i guess this depends on the warehouse and circumstances.
grocery store
pros: physically active, able to walk around (if you are not stuck behind a register or similar), discounts
cons: you will have to meet and interact with many coworkers as a team. you will have to say hello to everyone a million times a day. you will have to kiss ass to asshole customers when you are feeling antisocial (if you are anything like me that is 24-7). uniform.
retail see above
i'm so good at finding cons!