I think I would have alot of items I would like to carry into the afterlife. I would most likely carry the things I have became fond of over time. I would most definitely (though rather embarrasing) bring my baby blanket with me. Carry photos of family and friends, maybe my laptop. Possibly some food (not considering that it might rot), actually probably a cookbook with all my mother's recipes.
But considering religion, I would probably bring nothing with me because the afterlife is supposed to be a nice place, where your family and friends are, etc. leaving you no room to think about material possesions.