"Rebbi Yaakov says, 'This world is comparable to a lobby before the World to Come; prepare yourself in the lobby so that you will be able to enter the ballroom.' He would say, 'One hour of repentance and good deeds in this world is better than the entire next world...'" (Pirkei Avos 4:21,22). Rebbi Yaakov's initial statement implies that this world is merely a passageway to the next world, and the entire purpose of this world is simply for one to prepare himself for the next world through the performance of Torah and mitzvos. Yet, his following statement seems to indicate that aside from the ultimate reward gained by the performance of mitzvos, the mitzvos themselves have an intrinsic worth which far outweighs eternal life.
What is the inherent bliss of mitzvos that can be attained by their very performance without taking into account the ultimate reward? Rav Wolbe quotes Rav Yeruchom Levovitz zt"l who explains that the difference between a "lobby" and a "ballroom" is to some extent merely in size. The antechamber is also beautiful, but it is much smaller than the ballroom. He compared it to what he had once seen: the entire sefer Tehillim on a postcard. Every single word was there, just in microprint. In a similar vein, this world is a microcosm of the World to Come. Everything found in the next world can be found in this world but in limited size and manifestation. The World to Come has infinite possibilities of bliss while in this world there is a very limited amount of such sensations. They can be found in the proper performance of mitzvos, which can attain or possibly surpass certain aspects of the World to Come.
There is an amazing Medrash at the end of Devarim. The Medrash recounts the conversation that took place between Hashem and the neshama of Moshe Rabbeinu just before Moshe took leave of this world. Moshe's neshama pleaded with Hashem to allow it to stay in Moshe's body: "Is there a purer body in the entire world more than the body of Moshe? I love his body and I do not want to take leave of it!" Hashem tried persuading the neshama to leave by guaranteeing it the greatest rewards: "Leave immediately and I will raise you up to the greatest heights and place you under My throne next to the angels and cherubs!" Nevertheless, Moshe's neshama responded, "Ribbono Shel Olam, Please leave me in Moshe's body!"
While in most cases the neshama detests being in this materialistic world and it is the body which begs to remain on earth, in Moshe's scenario the very opposite was true. He had already consented to die but his neshama refused to leave! It was willing to forgo the greatest rewards in the next world for the opportunity to remain in the pure body of Moshe Rabbeinu in this world. There was something greater to be gained by staying in this world than by moving on to the eternal world.
While Olam Haba is the world of hasaga - attainment and revelation, Olam Hazeh is the world of avodah - work and toil. Why does one hour of labor in this world outweigh the revelations of the next world? This can be explained as follows: Every worker gets pleasure and satisfaction from his work. The builder is pleased by seeing a building go up while the surgeon gets great satisfaction from observing a patient recover. A teacher feels contentment after presenting a fascinating class, while the street cleaner is happy to see expanses of clean sidewalk. Everyone strives to produce great results and it is the satisfaction of seeing these results that gives them the motivation to continue. The work of Hashem is no different. The Ramban writes that the commandment to serve Hashem (u'l'avdo bechol levavchem) requires one to serve Hashem wholeheartedly with pure intentions and not haphazardly or doubting the significance of his actions. Indeed, regardless of the intention one has fulfilled his obligation, but without purity of intent he has not performed avodah. True satisfaction and bliss come from crafting a perfectly pure mitzvah, halachicaly sound and carried out completely for the sake of Hashem without any ulterior motives. The Chazon Ish once wrote a letter outlining various aspects of the mitzvah of tzitzis and concluded by saying, "When you merit performing the mitzvah of tzitzis you will feel incredible happiness with sensations of holiness."
Human beings are pleasure seekers. Sometimes we feel that we can't enjoy life because we are limited by the numerous commandments and restrictions. "What can we do" we think to ourselves, "There is a purpose in life and you have to invest and suffer a little to be able to enjoy the afterlife." However, in truth, the very purpose of life is also the source of the greatest, truest and most long-lasting pleasure. Is it not an exhilarating feeling to know that you made a difference in a person's life - and he doesn't even know that it was you that did it?! Performing a mitzvah inconspicuously without anyone knowing except the Creator Himself, not only ensures purer intentions, it also guarantees great levels of true pleasure!