As well as what lulu said, there are TONS of documented cases of people who have been regressed under hypnosis (in many cases accidentally) to a past life. Regression therapy was originally used to help people uncover suppressed or lost childhood memories, but every once in a while, people would be told to go back in time, and would all of a sudden start describing an entirely different lifetime in a different time, place, body, etc. The consistency among these reports is overwhelming. Especially when a lot of it deals with the "between-life" stages. I guess that's really what made me believe in it, even though i've always had a sneaking suspicion that there was more TO this life because there is more THAN this life. Religions manage to touch on a lot of fundamental points I have, but none of my beliefs about death have really come from religious faith, just my own convictions and evidence that fits with them. I can't say for sure that i'm right, but i like to believe it, and I guess we all just go through life on what we like to believe, not what's really true, so it's as good an answer for me as any.
Peace