I've thought about it before. I've always hated myself and I am constantly in physcial pain, so that would probably be the best case scenario for me if it were true.
It's definetely nicer to think about than burning in hell for all of eternity, but either way I can't bring myself to believe that anything other than nothing will occur. You go into a state of permanent unconciosuness, and the pain will finally end. There is no aspect of our personalities or any characteristic of a "soul" that is not subjected to and influenced by the chemical reactions in our brains, or the physical structure of the brain itself.
If the soul is unchanging (with the exception of new experiences) and can exist independently of the body, why do people with severe brain injuries have altered personalities or significantly reduced intellligence? I'm sure that question is missing the point of the whole spirituality argument, but it still makes no sense to me.
Also if we did travel between different bodies after death (or go to hell or whatever else), it would imply the existence of some higher power (like god) that makes possible what is currently, according to almost every law of physics and biology, impossible. If you say god exists and created the universe, then who created god? If god was always "just kinda there (source: trust me bro)" then why wasn't the universe always "just kinda there"?
We don't accept anything else in life without some sort of proof but then all of sudden when people love their lives too much they start to try and come up with any excuse they can to explain why actually they aren't going to die in the next few decades. Then they organize into religions where they explain why theirs is the correct belief and how everyone else is subhuman.
I can never say anything for certain though. If I weren't afraid of death I would have already died a long time ago, so maybe I'm just like the religious fanatics or the people who believe that there is something else after death.