About the afterlife thing, as people have said there's more of an emphasis on the life which we are currently in within Judaism. Some Rabbi (can't remember who) said something along the lines of...
'Who are we to understand death, we who cannot understand life?"
...which sums it up quite nicely. But yeah, there are plenty of references to some kind of afterlife, like in Daniel about the valley of dry bones and all that.
Frankly I think it's a good thing for a religion not to get excessivly hung up on the afterlife. As my (highly cynical) RS teacher pointed out, you never know if religious people (of some religions) are being nice "for duty's sake", as it were, or because they'll get a better deal in the afterlife. As far as I can see, G-d's shown us how to live, and if we can sort that one out, we'll get what we deserve afterwards, not only that but we'll have a fulfilled mortal life.
The holocaust thing...yeah, there were a good few Jews who lost their faith because of it. Others say it was a punishment from G-d. Other still see it as a sort of positive thing - it had a major impact on the creation of the State of Israel, it resulted in greater understanding of religious relations, the fact that Jews got through it and came out better than ever shows how G-d is still sorting things out, and so on. No-one knows why G-d acts how He does, if we did then it would sort of defeat the whole deal of Him being G-d at all.