I actually have created a Dungeons and Dragons campaign where there is a plane called Elysium, which is the result of all the good-hearted people who have died, but didn't have a patron deity (unlike real life, the gods exist in my campaign setting). What you've described is pretty much exactly what I came up with, the souls of people with good in their hearts have created a place for themselves out of their own good nature.
Piers Anthony had an interesting approach to God and the Devil in his Incarnations of Immortality series, but what I liked most about the first book,
On A Pale Horse, was when Death came to take the soul of an atheist. This man didn't want eternal life and didn't believe in Heaven or Hell. So when Death took his soul from his dying body, the soul crumbled and the atheist was given the oblivion he sought.
I find myself seeking that. I don't want eternal life, because that would devalue what life means. So even if God did exist, I wouldn't want to live forever in Heaven, I would want to live this life and die with my body.