Depends on your belief system (mostly a deeper one, not really related to biblical or common religions).
If you are sinner than in hell you can escape to the eternal darkness and nothingness to never feel anything again (no pain no joy, absolutely nothing) while in heaven you must face judgment of your sins, where you will know the truth and feel the pain you caused on others, known as a soul burn.
And if you are a horrible sinner (Hitler, HH Holmes (America's first serial killer ), etc.) then in hell you can become what's known as a soldier, a demonic servant of hells evil forces.