Brimstone is an agent of God's wrath, but it is also used to refine precious metal in ancient times and today. Jesus said the wicked would be thrown into a fiery furnace (refining furnace, in the Greek text). God relieves himself of his foes and avenges himself of his enemies by removing their dross. (Isa 1:24-26) and making them into a righteous city. This is how the wicked are destroyed-like metal ore. It's a change of state.
Of course there is punishment, but the word Jesus uses in Mt 25:46 is a Greek word that refers to remedial punishment, designed to benefit the one who receives it. He did not use the Greek word for retributive punishment. Although remedial punishment can be extremely harsh, it is still training in sonship. Jesus taught that everyone will be salted with fire (Mk 9:47), and he was referencing Gehenna when he made this statement. Do your overcoming in this life and you will not be hurt by the second death (Rev 2:11).
Repentence is necessary, but it is a gift of God that he delivers using various carrot/stick techniques (see my recent earlier post). Jesus also said: "No one can come to me unless the Father who sent me draws him, and I will raise him up at the last day." John 6:44. There's another good passage from John on this point, again the words of our Lord: "But I, when I am lifted up from the earth, will draw all men to myself" John 12:32. The Greek word translated "draw" really means "drag", but it's offensive to man's sensibilities, his self importance and doesn't mesh well with the nonbiblical doctrine of "free moral choice".