Thoughts and memories are chemical reactions in your brain. Once you die, your brain is deprived of oxygen and vital 'foods' to keep it functioning (obviously). Once this happens, your memories piss off to no-where.
Lets say you do go to Heaven. Even if you did, would your memories come with you? If they did, you'd have thoughts of your earthly life and all mistakes made in it. You'd have emotions felt for those memories. Memories allow regret, sadness, anger, etc. to occur, thus contradicting the idea of Heaven as a utopia; A perfect environment where none of those emotions are felt.
So either we enter Heaven with a totally new mind-set, or Heaven isn't perfect, IMO.
I'm not allowing the idea of no afterlife, because I deny the theory of everything that has happened up to this point in time to be an accident.