A thread like this when I'm out of the country.
Something that hasn't been brought up yet: the philosophy of time and whether it is a fundamental aspect of reality or in some sense illusory. This might not immediately seem related, but if from a subjective perspective you come into being and then cease to exist, but from an objective one you exist eternally within a specific span of time, I think that has some pretty big ramifications for the immortality of the soul. Our passage through time becomes a bit paradoxical, since we exist eternally at every moment within our timeline. I'm not sure what that entails (eternal recurrence of the soul as you relive your life over and over again? Some aspect of the self which exists outside of time to be able to experience it just once?), but extinction looks like the least likely possibility.
I'm not exactly a dualist, but materialism often seems to be a matter of describing a three dimensional reality while insisting upon a two dimensional space. I think you need at least property dualism to explain how physical events give rise to sensory experience, and once you get there, conceptual problems just multiply. None of that says anything about the immortality of the soul, though at the end of the day I'd say that I see the self is a special creation in a way physical matter is not. One particular subjective experience of reality is being brought into being out of infinite possibilities, and that's the sort of magical act that strikes me as so impossible that all bets are off when it comes to what it might really entail.
On the other hand, I have a hard time imagining an afterlife that involves a strong continuity of identity, since so much of what we are is physical. This is one of the reasons I find Christianity more attractive than some other options, since it posits some sort of continued physical existence rather than a purely disembodied one. Of course, the alternative is to go the hard idealistic angle and start denying individuality -- there's a really interesting neuroscientist over on Quora named Paul Bush who discusses the issue of brain and mind from that type of perspective, if you want to check that out.