I was raised Christian, but I found too many flaws in its logic to accept it's explanation of life and death, at least in the way its generally explained. Over may years of being stressed, even depressed over the matter of my own mortality, I came to the following understanding (with a bonus bit at the end):
Time is linked to perception. Being unconscious is not the end of a progression, but a definition of the bounds of something. When you walk to the end of a road you don't say the road dies, you just notice that there is no road beyond. Once you have finished living, your life is defined by the dimensions we perceive, plus the static dimension of all time you have passed through. So, yeah, it's terrifying in a sense as I define myself so much by linear time and my ability to have a consciousness, but I also know that in some weird sense I will exist permanently, be it only in a certain cross section of the dimension of time.
The other bit is the idea of the human ego. Many philosophers would say its an illusion in the first place and you can't lose what you never had. Perhaps you're just overcoming a delusion?
One last thing, I guess, would be to bring up one of the best questions I've heard raised in response to this discussion in the past: when you think of the world before you were born, how does that make you feel?
Edit: For more on this subject - smoke some DMT and have a chat with creatures of other dimensions, they explain this stuff a lot better than me ;)