Although I think you should take time to read (or listen) to the whole thing, here's a short excerpt about what it means to Jillette to believe there is no God:
It informs every moment of my life. I'm not greedy. I have love, blue skies, rainbows and Hallmark cards, and that has to be enough. It has to be enough, but it's everything in the world and everything in the world is plenty for me. It seems just rude to beg the invisible for more. Just the love of my family that raised me and the family I'm raising now is enough that I don't need heaven. I won the huge genetic lottery and I get joy every day.
"Believing there's no God means I can't really be forgiven except by kindness and faulty memories. That's good; it makes me want to be more thoughtful. I have to try to treat people right the first time around.