Mariano has posted a great article exploring Nietzsche's published thoughts about the logical conclusions of what Atheism gets you. It's well-written and worthy of consideration. Nietzsche was an atheist, but he thought through the decision he was making and what it really meant! I think that is why he lost his mind. He truly saw what happens when a man totally disconnects from God. It isn't really pretty. So why don't more atheists loose their minds? One word...Grace. Even though they let go of God, God does not always let go of them. I don't think they truly see what Nietzsche saw. If they did they would abandon their silly worldviews, but they have convinced themselves that they are good without God.
Atheism is Dead: Friedrich Nietzsche Nails Richard Dawkins