There are a few things that strike me about this that I think we as people of faith/belief/experience should be aware of.
First off, this is an appeal to authority, which is a basic philosophical fallacy. Just because it's Stephen Hawking's opinion doesn't make it true. Yes, he is considered possibly one of the smartest people alive, but that is probably also a result of his condition and the field he works in, theoretical physics (and the fact that he is brilliant). I teach Physics and Chemistry and can say that while what he does is difficult, it is not beyond the reach of a talented and very smart human being.
Secondly, this appeal to authority could be turned on its head, as many, many of our scientists have also been theists. Einstein was probably the smartest man alive around 100 years ago and was something of a deist. There are many other examples, but I maybe shouldn't even mention it, as the fact that
someone who is smart thinks it is true is independent of whether the idea is true or not.
Third, his conclusion makes sense if you consider everything from a bottom up causality or materialism, but not if you come with an open mind to the problem of existence. Meaning that if he assumes everything in existence has a naturalistic, bottom up causal explanation only then of course when we die that's it, because the brain dies which ends our mental, caused existence as well. I'd argue that something like a consciousness is almost impossible to explain using a bottom up causal mindset, but experience shows that we have consciousnesses. So its reasonable to postulate there are top down causal laws as well as bottom up causation that affect our lives. I'd suggest consciousness and life itself as two examples of this. In other words we are alive and kicking because there is a higher power that has enabled our brain (and other organs and organ systems) to work. I do concede bottom up causality but there can also be top down causality to consider as well. I'm arguing that I am alive not just because I have working parts but something greater than myself has allowed it/willed it to be.
Lastly, if reason and science is important to you (as it is to me), I'd highly recommend listening to debates from a philosopher named William Lane Craig who does an excellent job debating various academic, philosophical or popular leaders who are antiChristian or antitheists.
There is no reason to be ashamed to be an intelligent believer in the afterlife as this man demonstrates. God/creation/whatever you want to call it is the greatest scientist and put these laws into effect; we have nothing to fear from embracing science as well. In fact some of the strongest arguments (philosophically speaking) for the existence of God are through science (Kalaam's Cosmological Argument and the Anthropic Principle). Here is the link to William Lane Craig's debate with Christopher Hitchens - well worth your time, I promise, if you are interested in science and religion/spirituality:
http://www.youtube.com/watch?v=KuB7KMfVems