* "Caricature in the tabloids" * "I have failed, but that's everyone" By Piya Sinha-Roy PARK CITY, Utah, Jan 18 (Reuters) - When New Jersey Governor Jim McGreevey stepped down from office in 2004 in a gay sex scandal, he became another disgraced politician brought down by his own actions. Since then, the former Democratic governor, now 55, has tried to step out of the spotlight after a messy divorce from his second wife by swapping politics for volunteer work with jailed women.