One of the fascinating things about embracing atheism for me was the realization that there are other completely different world views out there than the one I grew up with. I'd like to share one of these new views that I now take great comfort in.
A disclaimer: I speak from Christianity because it's what I know. If anyone has insight on other religions, please feel free to share it!
On of the major reasons that many turn to religion is the comfort it offers. It gives you the belief that everything happens for a reason, that the suffering of this life is insignificant in the grand scheme of eternal paradise, and that you will see all of your loved ones again; these can all be comforting things. When there is uncertainty in your life, religion is ready with open arms, caring words, and answers.
I frequently hear disbelief from religious people who are presented with the idea that atheism can offer any comfort. It is depressing for them to consider the idea that everything is just random and that death is the cold, hard end.
When I first realized my atheism, I agreed with this analysis. There were now so many holes in my understanding of the world where my belief in the divine used to sit. I am still filling many of these holes with new understandings, and constantly revising them; it's an interesting journey.
Back on point however, the idea of my purpose and what happens when I die were one of the first things that I addressed ... mainly because the idea of hell still had me terrified, but I'll discuss the afterlife in another post. As I have turned the idea over in my head, I realized that atheism does offer comfort in the face of suffering and uncertainty. Among other things, it offers the idea that our suffering isn't a mystifying punishment or attempt to teach us a lesson. It's simply cause and effect, and we can make reasonable, reality-based decisions about how to deal with it.