One reason not to "pop a bullet" into your own head is that it would probably deny you the DMT trip one is supposedly entitled to upon dying: http://en.wikipedia.org/wiki/N,N-Dimethyltryptamine
DMT is the substance suspected for near-death experiences, and if we must go one day, then flying away into the DMT clouds is probably more enjoyable than whatever sensation accompanies the partial destruction of the brain by a bullet.
As for the "point" in an Atheist's existence, I suppose that if religion can give one's life purpose, then there is a good chance that other sources exist which may make your life worth living.
For me personally, being a non-materialist, I find consciousness and existence to be an unfathomable miracle and an endless source of wonder.