Don't think of purgatory as a "place" so much, or an an alternative to going to heaven.
Think of it as the transition from imperfection to perfection, it is the putting on of the garments in preperation to entering into the feast.
SD
I think I got a real insight into the idea of Purgatory when I was in training for football. After a long practice session, the coach would make us run the bleachers. If you have never done such a thing, especially in a state of near exhaustion, you may not realize how painful it is. It is pure torture. But we all knew it was needed if we were to attain the fitness required to be excellent. Each week that passed meant that we were a little closer to our goal and each week was a little less torturous than the one before. After awhile we welcomed the workouts that were making us better and better. As we came closer to "perfect" condition we felt joy at the pain because it was transforming us for what was coming. I see Purgatory as a joyful process of making us better and better through the pain of transformation.