The conclusion I have come to is that our reality is made of energy and matter. If everything is energy and matter then thought and memory would have to be a form of energy. Now, I like to think that in death these energies just change form (energy cannot be created or destroyed) and one simply enters a different state of mind so to speak. More recently I have began to dissect this conclusion and believe there are some flaws with it but would like to see some facts on it (for or against) or different logical approaches.
While your conclusion follows from your premise, your premise is unfortunately false. Thought and memory are not forms of energy like heat or light. Thought is a series of electrochemical reactions in your brain; memory is physically-stored patterns in teh brain that can be recalled. In both cases, the energy is not the relevant portion - it's the specific pattern of energy and matter as it processes in your brain that is thought and memory. Disruption of that pattern results in alteration or cessation of one or both. Your thoughts, memory, and identity do not persist after the destruction of your brain for the same reason that a computer no longer processes or stored information after it's been dismantled. The energy and matter currently processing your thoughts and memories will indeed continue to exist eternally, but the
patterns will be disrupted, your thoughts and memories terminated.
A post-death consciousness would require that consciousness not be solely located in the physical brain. That's quite thoroughly disproven by the facts of brain damage - damage or alteration of the brain causes immediate corresponding change in personality, memory, etc. If personal identity, thought, and memory were independent of the brain, then those changes would not occur; brain damage would not cause amnesia, frontal lobotomies would not alter personalities, etc.
Reality is rather uncaring about our own preferences.
That said, some form of immortality is not necessarily an impossibility. Researchers are investigating the causes of aging and how to diminish their effect or stop aging altogether - whether such a thing is possible given human biology is still unknown.
Personally, if we go far out into the realm of science fiction, I'd prefer to have my brain patterns uploaded into a computer, preferably through a slow process of iterative augmentation and replacement of brain tissue such that my consciousness is not interrupted, and eventually allowing me to rewrite my own thought processes to eliminate the inherent flaws in human cognition. Yes, a clone body with downloaded consciousness or a copy of my brain patterns into a computer would satisfy the immortality of my identity in that a distinction without a difference makes no difference; however, I would prefer not to
experience death, and so I would prefer solutions where the original "me" doesn't experience such a thing.
I don't fear immortality, and I don't think I'd ever really get bored.
I don't necessarily "fear" the cessation of existence; I would prefer to continue to exist and will avoid death as long as possible, but non-existence isn't painful, emotionally or physically, so it's not so scary. I do fear the process of death itself, as it doesn't seem to be very pleasant, particularly violent death; and I fear the death of those I care for, because I remain to miss them. I would much rather live in a world without death, so that none of us ever have to say goodbye.