Yah, about the last moment being unpleasant and lasting forever, I think that's what hell and heaven are. I believe that are consciousness is layered, and at the core of us, there's a small still voice that we share with everyone and everything. If someone's been an evil bastard their whole life, they haven't been living in harmony with that inner calm that connects all things. So, when they re-merge with it, there might be an intense dissonance that's extremely unpleasant.
On the other hand, if you do love yourself and love others as yourself and live in harmony with that inner stillness, I don't think death will be so bad. If you die knowing you did everything to reverence the reality you've been apart of and don't have any regrets, I don't think it'll be so bad.
I think consciousness is like a whole dimension of reality, though, and that it'll exist forever. This is just what the universe does, because, "what else would it do?". Were the universe, and its us, and, for better and for worse, we, at this moment, are just one of an infinite number of manifestations in the ocean of eternity.
I think the ego and much of our identities is just icing on the cake that can change and shed away. This is where I agree with atheists. However, I think there's something very primal, at the core of what we are, that will exist forever. If we are somehow imprisoned in our current condition, then we need to figure out a way to free ourselves, and I think the solution is love.