we're not at all religeous, didn't get married in church, didn't have our sons christened, basically just don't believe any of it.
however, when our boys were small, we felt it was important not to frighten them so when any death conversations came up, we went along with the heaven and angels thing. they also had religeous assemblies at school, and attended church parade as part of their brief membership of cubs.
it's no better or worse than letting small children believe in father christmas or the tooth fairy. they learn the harsh realities of life soon enough, no point in frightening them when they're little.