1. You cease to exist. Thus, there's neither eternal darkness nor eternal light -- it's the absence of your self-awareness. So in this case, you won't miss anything anymore.
2. Your "soul" reincarnate to another life, in which you have no past life's memory. However, in this scenario your self-awareness goes on, just not your past experiences. Is it possible that you'd reincarnate to the past instead of the future?
3. You go to heaven or hell and receive your eternal reward / punishment. Then you get to know what happens 10,000 years later, if you still care.
4. You wake up in another "life" and realizes that everything that had happened, your birth, life, and death, is just a dream, and how you measure time maybe entirely different in the "real world".
5. The world / universe / multiverse all cease to exist -- it's just a show in your mind and nothing besides you truly exists. "I think, therefore, I am", the only "thing" that I know to exist with a high degree of certainty. I "imagined" the rest and thus when the "self" dies, all else dies with it.
Which scenario scares you the most?
#1 scares me the most. The prospect of ceasing to exist terrifies me. And I'm also not too happy about the prospect of it happening to those who I care about.
I see #2 as a variation of #1. If my previous identity is no longer a part of me, it is poor consolation that my soul is allowed to continue with a new identity.
I see #5 as a variation of #1. Again the dreaded cessation of existence.
I am desperately hoping for a variation of #3. I'd greatly prefer to continue to exist after I die. And I'd greatly prefer that people who get away with terrible injustices in this world were forced to answer for their atrocities in the next.
I guess #4 wouldn't be so bad either.