I've never had a moment that made me believe there is any connection between the dead and those still living. Although I used to look for it a lot.
I personally believe it's an evolved coping mechanism that helps some people deal with the finality of death. It's more comforting to think there is a place you go after you die. The human brain has great difficulty comprehending the idea of a lack of its own existence.
I would like to think that something of ourself is retained after human death. But I don't expect a shiny cloud city full of do-gooders to be waiting.