I believe in mankind, as long as I give a bit of positive energy/actions in it and leave things in a bit better shape that's enough. Anyway we achieve some form of immortality via our kids, have to work hard on this topic since I believe I can be a good parent and provide loving environment for them.
I guess it helps me being active in potentially dangerous sports and activities (climbing, alpinism, paragliding, diving, ski touring etc) where you are facing your built-in fear of death on very regular basis, and being successful in it lies in great part in constantly overcoming that fear in smart ways. Of course I take great care in doing stuff as safely as possible, within unavoidable amount of risk. But if you are 100% safe and have really everything under control, there is simply no adventure.
When I compare to my fiancee who is hardcore catholic and should logically look forward to meeting her creator and master of it all, she is way more afraid. I presume emotions > rationality even long term.