Life, Death, Reincarnation and Heaven

The other day I suddenly became frightened and sad at the thought of loosing a loved one or dying myself. (Hormones!) I suddenly thought it so tragic that there would be an end abruptly. I can see how the idea of heaven or reincarnation can be pretty comforting. But then one wonders - how would it be if existence and conscience going on forever. This makes me think of the quote I was reading somewhere: "Many people which want to live forever don't know what to do with themselves on one rainy afternoon." :)
I guess the Hindu/Buddhist idea of reincarnation combines the best of all worlds: Living more than one life, but disappearing into the big something when you are ready (Moksha?). The only question which keeps coming to my mind is: How is it useful or comforting be be born again if one doesn't remember the previous lives? But my colleague told me: "It's in your conscience, and you keep using it unknowingly.."
Well, I'm balanced again and not worried right now. It would be sad to lose somebody close to me (especially the younger ones), but for myself, I would be only worried of people missing me too much (or not missing me!). Other than that, I didn't miss being around before I was born, so I'm sure I won't miss it after I'm gone.
Like the antique philosopher Epicurus said (from the history of disbelief):
Why should I fear death?
If I am, then death is not.
If Death is, then I am not.
Why should I fear that which cannot exist when I do?