I'm agnostic and I'm depressed. Since I am pretty sure that I'll go nowhere when I die, I think about death all the time. And it terrifies me that I'll suddenly stop existing.
Rather burn in hell than cease to exist.
(Sorry, I said I was depressed.)
I actually look forward to it in many ways; it's being alive in the meantime that tends me toward melancholia and depression. I don't so much fear death itself as the likely slow deterioration in my physical and mental health.