Before I get to your question about death, I would really like you to reconsider your view of what life is all about. The view you express on this topic is generally called "hedonism," and this view is met with fairly strong resistance in most of the philosophical literature. Are there no bad pleasures (e.g. that of the sadist, as he tortures his victims)?
But let's focus on your main question. As you note, some people believe in reincarnation. To be honest with you, this view does not seem coherent to me. Consider the claims made about reincarnation as claims made about personal identity. So, for example, I die, and "come back" as a chicken. In what sense is that clucking, feathery thing me? It doesn't have my tastes in philosophy, art, music, food, or wine. It doesn't read Plato's dialogues or know Greek (or English!). I think about what it is like to be a chicken...and I come up empty. And I am pretty sure that the chicken also has no idea what it is like to be me. Now, I do know what it is like to be me, and I think that knowing this--what it is like to be me--is essential to what it is to be me. So, if the chicken doesn't (and, I suspect, can't) know what it is like to be me, and I don't (and can't) know what it is like to be that chicken, then I can't understand how to make any sense at all of the idea that that chicken is me. Of course it isn't!
The same goes for me becoming a disembodied being (in the limbo line, or in Heaven, or Hell, or wherever). What would that be like? I confess I can't do any better on this on than I can do on the chicken hypothesis. I know what it is like to be me--but when I think about that, the fact that I am embodied is something I simply can't imagine away. I can imagine being me with one or more of my limbs missing. But no body at all? Nope...I can't imagine what that would be like, but whatever that thing is (or could there even be such a "thing"?), it ain't me.
Or maybe I could become a ghost. What would that be like? Hmmm...sounds pretty much like "disembodied being" to me. In what sense would that thing be me? No arms, no legs, no belly, genitals, head, face...nothing? I would be able to see (without eyes) and hear (without ears), and move about (without moving legs or arms)...? Say what? I have no idea what that would be like...but I do know what it is like to be me. So, again, I conclude that whatever people might have in mind as "my ghost," that thing is not the same thing as me.
So, if any of these scenarios is supposed to give me any kind of reasonable hope for the afterlife, I'm afraid they all seem like complete failures to me--I simply have no idea at all (and I suspect, neither do those who advocate such views of the afterlife) how whatever they are talking about can possibly qualify as "me" after death. Remove that vivid and very personal experience of being me and try to identify that thing with a chicken, a disembodied spirit, or a ghost--or, for that matter, a different human being--and I think the claim of identity simply fails. Whatever that thing may be, it ain't me.
Here is a thought: what is so difficult about thinking that you might cease to exist? It sure seems like there was a time before you existed. Why can there not be a time after you existed, when you don't exist any more? On what basis (other than some absurd hope or religious belief) wouldd you expect to be immune from non-existence? Just like before you lived, plenty of stuff was going on in the world. And the world will still be very busy after you are gone. That's just how things work--why is that so difficult to accept?