*cracks neck* I love issues like this, gives me a change to practice my philosophy chops.
Currently, there is no evidence, empirical or experiential, to conclude that death goes one way or the other, that is, that we continue on in a conscious, aware form, or that we do not. Some people might cite near death experiences, but every time those are tested, they fail.
For instance, near death experience people like to claim that they go around wherever they are and listen in on conversations "they couldn't have known about", or that they see things they "couldn't have seen" but as soon as a variable is placed...it fails. When a number is taped above the bed of the patient who claims to experience such a thing, they're asked to say what this number is. If it's true that you are disembodied and viewing the room in a third person manner...you should be able to read the number without a problem. Yet they can't. They never can.
Not only that, but near death experiences can be replicated via chemicals. There are currently many natural explanations as to people having these things.
http://science.howstuffworks.com/science-vs-myth/extrasensory-perceptions/out-of-body-experience1.htm
None of this, of course, proves that near death experiences are fake. However to presume they are real in spite of all of this is to presume something the evidence does not support. As James Randi said about Urey Gellar, after demonstrating how he can replicate the illusion of 'bending the spoon with your mind', "He could be bending spoons with his mind, but if he is, he's doing it the hard way."
Now, instead of acting like either option is true in spite of no evidence to claim so, let's see what would be true, IF they were true.
1. Let's examine the idea of an eternal life after death. Consider a moment, if you will, the concept of eternity. This means that no matter how much time passes, it's still going on. The equivalent of trillions upon trillions upon trillions of years could pass...and eternity would still be in its infancy. Trillions upon trillions upon trillions MORE years in equivalent time could pass, and eternity would still not have had even the smallest fraction go by.
I ask you, does that sound...appealing? Is there not a time when one would prefer things to...end? Even if it were the case that one goes to 'heaven' and experiences 'eternal bliss' for eternity, would it not get boring after enough time passes? Wouldn't ANYTHING, no matter how great, be boring after awhile? There would always be a time when one would desire for things to end, where eternal bliss becomes eternal torment.
2. Let's examine the idea that there is no afterlife.
...What's there to complain about? When one dies, one cannot be...angry...in death, one cannot be...tormented...in death, because there's nothing to feel those things. These things don't occur at all, death is simply death. In the meantime, your body, and all the physical matter and energy that made you up...continues to go on, in yet a new form. The energy that made you up will go to feed plants and animals in a cycle, just as you fed on the energy of plants and animals in life, they feed on yours in death.
I personally find that thought to be...poetic. Not frightening.
Christopher Hitchens once said of this concept of an afterlife, "You have my side, which is essentially that life is a party, and that you know someone will eventually tap you on the shoulder and tell you you have to leave. Sure, that's disappointing, but on the other side, you deal with someone tapping you on the shoulder and saying 'Great News. You never get to leave. And the host insists you have a good time.'"
So what would I personally prefer?
I'm a transhumanist. I believe that at some time in the future, humanity's average life extension can be made far greater through the use of technology. How exactly this happens is inconceivable at this time. It's possible we could download all of our consciousnesses up to a massive computer where we can live out our days digitally until we feel like 'logging out for good'. We might be turned into half human half cyborgs that don't age. I don't know, the possibilities are insane, to say the least. But I prefer working towards a real, tangible extension of life, the life we know we have, then hoping for an eternal life...that could very well, and very easily be quite boring.