Heaven, someone once wrote, exists in the mind of the individual. I take this to mean that everyone has their own idea of what would constitute the best possible environment for eternal happiness. For some people heaven is whatever is described in the doctrine of their particular religion, and they are content with that. The Vikings believed that heaven, or Valhalla, involved an eternal feast served by beautiful women, an endless supply of mead, the company of fellow warriors and family, and lots of breaks for a good fight. This is not my idea of a ripping good time, but I'm not a Viking, although I have Viking ancestors.
The first emperor of China, who conquered millions of people, primarily by slaughtering them, had numerous enemies who tried to help him shuffle of his mortal coil through a wide variety of violent means, and was pretty much an brilliant, insane, vicious paranoid schizophrenic, believed that in the afterlife he needed pretty much everything he had in this one or he would be in a world of hurt. With this in mind, he was buried with thousands of life sized terracotta warriors and horses, hundreds of chariots, and enough weapons to pretty much outfit a huge celestial army. Evidently, before he died he got to thinking that he was a god and ordered all his doctors and alchemists to brew him up an elixir of immortality, which they all agreed to do since the only other option open to them was a nasty, painful death. If I had been in their shoes I would have mixed him up a dry martini, told him it would make him live forever, and taken the next boat to anywhere. The alchemists, however, had a better idea; they whipped up a cocktail consisting largely of mercury, which his highness guzzled like water and ultimately caused him to drop dead. The perspective of historians is that the alchemists had no idea that the stuff would kill him and were just taking a shot in the dark. Personally, I give them more credit than that, I think they knew that the deadly concoction would drop the old fool permanently, thereby stopping him from killing them and a big chunk of the general population along with them. The Emperor must have been hedging his bets, however, because he had his tomb designed, built, and stocked with whatever he wanted to take with him before he died. It would seem that in his version of the afterlife he was destined to be confronted on the other side by all the people he had betrayed, slaughtered, and otherwise annoyed, which were legion, and therefore required an entire army to accompany him to the other side for protection. Call me crazy, but I don't think that I would want to have to spend eternity fighting off a million or so assassins. It doesn't seem much like resting in peace to me.
Ancient Egyptians were the same about taking everything with them. Hence King Tut and his fabulous treasures. Since Tut was only the Pharaoh for a couple of years and didn't have a lot of time to build up his stash, we can only imagine what some guy who ruled for 20 or more years had tucked away in his tomb. As far as we know they were all robbed in antiquity, so we can only imagine. They definitely believed that you could take it with you and made certain that they did so.
Many cultures over the centuries have buried their dead with all sorts of stuff, which included everything from jugs of beer to entire bedroom sets. Many modern societies do much the same thing, although far less elaborate and more sentimental than functional. Some societies, like the ancient Romans, just dressed their dearly departed in their best togas, built a big funeral bier, and cremated them with no accessories, a good speech, and not a lot of fuss. The smoke was the visual representation of their ascension to eternity among the gods. The tombs where they put the ashes were relatively small and lined up along the sides of the roads outside the city walls. No one required being accompanied by his or her possessions. Who needs pizza when you'll be sharing nectar and ambrosia with a pantheon of party gods?
Personally, I would like to think that the afterlife is designed purely on a personal basis and takes into account my individual needs. To some people eternity might be happiest if it consisted of an endless Nascar race, or an eternal Twisted Sister concert, or even endless shopping. For me, any of those options would be a lot like going in the other direction, so I like to think that my eternity could be spend enjoying the glory of nature, exploring the universe, reading lots of good books, and having great conversations with people already there who I am dying to meet.
But not right off...I can wait.