Overpowered

So I believe I made an excessively powered character in a a game on saturday. I am unsure where to proceed with the situation. In my usual fashion I come up with a character in a somewhat systematic fashion.

A: Get a concept or theme. This usually involves some idea I've been meaning to get to, or a burning desire to create a pirate or fire mage or three headed monkey.

B: Compile everything I might want to get. In more complicated creation methods (point buy and skill based and classless systems) this is a useful stage.

C: Narrow down to only the stuff along the theme.

D: Expand again if room remains.

Apparently this led to an almost bulletproof character. And mostly stab proof. Now this is a cinematic campaign, sort of a GI Joe thing, so I'm wondering if this is a bad thing, I'm also wondering if I should work with the GM about solving it. I'm considering consulting with him on the matter. Because, while I'm bulletproof theoretically, I also have other issues, with things like fire, and drowning, and am not too hot on climbing... Anyhow, I think I need to talk with the GM. But we'll see what comes out of it.