The Sum of All Fears in God, With Skin On

I make no bones about the fact I fear death. Well, like most maybe not so much death but the process. What really happens when we die? Can anyone tell us for sure?
Some say nothing happens, we just don’t exist anymore. Others say we come back as another person or worse, an animal or insect. “I’ll Take the DungBeetle for $2000.00 Alex”
Then there are those who think we either go to heaven or hell. With the exception of those who believe in Purgatory. I have no positive, tangible proof for any of the theories. I have been to numerous funerals and not one corpse has come back to life to tell me what to expect. I want to believe there is a God in heaven who loves us and we will be with Him forever, but I have a problem trying to wrap my head around knowing or not knowing what happens to our friends and loved ones who don’t make it there. Do we have their memory erased from our minds? It seems to me if we remember them and they are not there it could be heartbreaking. Oh great, something else for me to ponder.