Fine post, Nick.
A lack of belief in afterlife is definitely the most unpleasant aspect of my non-theistic view. That said, my mom passed away last month and while it was more painful and difficult to accept than I could've imagined, I didn't fall into a pit of despair. In fact, I really don't think my sadness is any greater than it would be if I had my old JW perspective.
This may sound cold but there's a certain peace that comes from accepting death as normal, as opposed to "the enemy" as JWs teach. Of course, when a loved one dies too young (my mother was 64), it's tough not to feel cheated. And I'm sure the younger the person is, the greater the perception of injustice.
These are some "scriptures" that give me comfort:
"It is far better to grasp the Universe as it really is than to persist in delusion, however satisfying and reassuring."
"We are going to die, and that makes us the lucky ones. Most people are never going to die because they are never going to born. The potential people who could have been here in my place but who will in fact never see the light of day outnumber the sand grains of Arabia."(Richard Dawkins)
"I do not fear death. I had been dead for billions and billions of years before I was born, and had not suffered the slightest inconvenience from it."
(attributed to Mark Twain)
“We all die. The goal isn't to live forever, the goal is to create something that will.”
(attributed to Chuck Palahniuk)
EDIT: Sorry, LWT, I'd started this post when there was only one reply to Nick. I just doubled-up on the Twain quote!