The only afterlife we can verify is that of allowing their ego and will to live on.
When I have lost someone close, the best way I have found to deal with it has been the natural desire to maintain and respect their memory. Chronicle the time I have spent with them, and the lessons that they taught me.
The greatest loss I've experience to this point has been that of my father's father. I was very close with him. He was stern, and taught me a lot of responsibility from as far back as I can remember. I didn't appreciate him at first, only seeing him as just a strict man, but as I entered my teens, I realized how much of a man he was making me.
He was also the only atheist in my family, and while he didn't instill that in me, when I found out that I was much like him, I could only respect him more.
I took his passing very very hard. But I'm living a life I know he'd be very proud of. I make decisions that he would respect, and can "feel" his respect though he's gone. I can't say I live my life how HE would want me to, as I live my life as a Satanist for myself. Yet, I know he would approve. Cherishing that is a way that he lives on in me and I honor him.
When we lose a loved one, the last thing they'd want is for us to dwell, not move on, and only be saddened. They would instead want us to pick up and move on, but take their will for us to be strong and live a proper, responsible life.
Ritual can be another way to honor them, and I am sure many Satanists incorporate such honor Rituals in their years. (I know I do.) It can help with the emotions that could otherwise overwhelm us. The memories of a lost one can be powerful things that inspire and motivate us, but if we don't handle them and deal with them responsibly, they can be an anchor.
"Extraordinary claims require extraordinary evidence."