What happens to us is what we think will happen. When life ends, consciousness ceases to exist. I figure that we will recess into whatever state we think we will go in, and because we don't have any proof otherwise that the state we are in isn't real, we will assume we have transported to a new reality. Perhaps after a while we will figure out that we're in a world that we control, and from there we'll live out all eternity in that sort of paradise.
Of course, that's one of my theories. My other one is that we do transport to some sort of higher plane, where we live in paradise in eternal happiness, until we decide that we've stayed up there long enough and we want adventure and excitement again, at which point we can choose to either descend upon earth to watch what is happening (maybe even doing ghost-like things), or we can choose to be reincarnated. And even though that we know that we'll be going down into a place of suffering (as opposed to the place we'd currently be), we know that we'd ultimately just end up back in the same place again, so we'd do it (something has to entertain ourselves for eternity, after all).
Just speculation.
