What does the lore say about the soul trap spell? Are you actually trapping their soul in a gem? If so, Does that mean no afterlife? No Soverngaarde for the Nords? What if your soul is promised to Daedra like the werewolves?
Is the soul in your gem actually a soul or a life force kind of thing?

people who were trapped in a Soul Gem face http://www.uesp.net/wiki/Lore:Soul_Cairn as their afterlife (as shown in the "Dawnguard" main quest).


EDIT: from the uesp page:

As funnybunny said. Your soul goes to the Soul Cairn.