I truly hope there is some kind of afterlife. Like you said, if there isn't an afterlife it would be like sleeping with no dreams, it would. But that doesn't sound that bad does it? You have to also incorporate the fact you will NEVER wake up, NEVER think "weird I'm sleeping when I'm dead!". It will all be over, no more you, a void. The idea of me not having the ability to think is scary.
I really hope there is a Heaven with God, but I'm skeptical. I want to fully believe, but it's hard. I hope there is at least some other plane of existence after death, but I doubt we will ever know.