I'm Mormon, so I believe it really is all dependant on the type of person you were on earth; how Christ-like you strived to be. That determines where you go in the afterlife, not which type of religion you believed in (Though to achieve the highest glory there are certain requirements that must be met, such as being Christian, being baptized, and getting married in the temple).
At Judgement Day, you will be placed in one of four kingdoms: the Celestial Kingdom--being the highest glory, and where all the faithful and obediant go--the Terrestrial Kingdom--Where generally good people are, but haven't learned about the gospel--the Tellestial Kingdom--where the liars and sinners go--and the Outer Darkness, otherwise known as Hell. This is reserved for people who have really done evil in their lives, and deny the church entirely.
Heavenly Father wants all of us to come back to him, and so he gives us numerous chances to accept the church. Even those who haven't learned about it during their time on earth still have an opportunity in the Spirit World, to be baptized and become a member of the Church of Jesus Christ of Latter-Day Saints.
When all is said and done and we're ressurected, for the faithful, not only will we be able to live with God, but we will be like unto Him. To live for all time and eternity in health and happiness.
...That's why I don't really fear death, you see, hehe.