These discussions are useful in a concrete way because it helps us to identify and prioritize our values with our imagination! Lesswrong is, in this case, cataloging my teenage thoughts on the matter, which is very cool.
Buddhist cosmology has an interesting take on heaven. They believe only humans can become enlightened and achieve nirvana. Angels, demons and animals can't do it. Even heaven ends, in that system, and angels, although exceedingly powerful, happy, and long-lived, still experiences the suffering of attachment. Meanwhile, nirvana is explicitly defined as ultimately blissful, but not life, not death, not both, not neither - and a state the enlightened can enter into at will. (The major steps on the path are defined by touching nirvana N times, each time burns out some deep seated big category of reaction, like fear, where by the 4th time you conquer lust and anger, and boom, you're an arahant.)
I like this. It tacitly accepts the difficulty of heaven as a self-consistent concept, which in turn challenges the assumption that there exists some combination of external circumstance which is perfect, forever, for anyone, and places the responsibility of ultimate bliss squarely on your shoulders. The implications seem bloodless and strange, unless you accept the fact that, as you become more enlightened, the more powerful your ability to love and act on that love becomes.
BTW my favorite conventional utopia is the Culture from Ian M. Banks. It's fantasy couched in scifi rhetoric, but I think Banks does a great job looking at the implications of getting every material thing you ever wanted, every freedom, almost every power, the problems and drama that even a galaxy spanning, unimaginably powerful and benevolent society can run into.