@Kaj: There are more cheerful prospects. I think you are still too much caught up in an "essence" of you which acts. There is no such thing. There is no dichotomy between you and the universe.
The anguish you feel is anguish about your own (the universes!) suffering. Try to be happy, you will increase happiness overall.
Eastern philosophy helps, it merges well with materialism. You are only disturbed if you can't get rid of deeply-conditioned Western philosophical assumptions.
Anything by Alan Watts (start with "The Way... (read more)