I'm finding the questions very interesting, mainly because they are mostly asked from the perspective of people for whom the baseline concept of religion is Christianity. That's natural, because most of the western world is Christian and thinks of religion that way. Judaism is much, much more prescriptive than Christianity. (I'm leaving Reform out of this because Reform is something of a hybrid of tradition and self-governance, and doesn't recognize the primacy of traditional jewish law other than as a source of tradition and history.) If you view religion as a set of beliefs, which is the basic Protestant view (I know I'm oversimplifying), much of Judaism looks unbelievably weird. But Judaism puts much more emphasis on law, deeds and conduct - both as to how a person relates to others and how a person relates to god. It's much more of a prescription as to how a person is supposed to conduct him/herself. And yes, some of it seems arbitrary and picayune, and is in fact arbitrary and picayune, but it all can be sourced back into specific commandments and sifted through traditional sources.
Will, that's part of the reason why, for the most part (not uniformly, obviously), worrying about the Messiah and the next world just isn't all that central to day-to-day Judaism. There is very, very little agreement on details about what the next world is, what will bring the Messiah, how reward and punishment works - and there is certainly nothing like the elaborate system of hell, purgatory, limbo, etc that classical Christianity has. Jews have their hands full trying to comply with the everyday laws that govern life in this world, and the general feeling is that if you do right on earth, the afterlife takes care of itself.
Overall, in my view at least, the details are less important than the fact that the community they fostered over the last few thousand years has managed to retain its coherent identity as a people, even though it was dispersed across much of the world. Whatever it did, has worked remarkably well - not necessarily in all its details, but in gross, Jews are probably the most successful and long-lived nationality in history. And it's at least fairly inferrable that it is the result of various traditional cultural practices that trace back to the religion, such as revering learning, primacy of family and community, emphasis on charity, and things like that.
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