I wouldn't say I think about it often. However, I do think about it. It's an interesting topic. Currently, I don't believe in an afterlife, however I'm not going to completely reject the notion of one.
Humanity has a hard time wrapping their heads around nothingness. After being conscious for so long, it's hard to believe about the unconsciousness of death. It's one of the main reasons religion exist. People want comfort in knowing there is something after, even if you're going to hell because eternal damnation is still better than not existing. It's really our egos. We think we are special and deserve something after. Sure, we are special in a sense that we have the ability of abstract thinking. However, when you take the time to consider the vastness of the universe, we are no more special than the bugs we always squash.
For me, the easiest way to think about it is like this. Do you remember anything before you were born? No, you didn't exist yet. Will you remember anything after you die? No, you don't exist now. It's that simple.