Two of Aaron's sons burst into flames for not preparing a sacrifice properly. This is documented in the Bible (I'm at work, cannot look for reference here).
What is escaping you is the process of moving from paradise--> fall from grace--> the Law--> Jesus--> Salvation. The process shows us that, since we have free will we tend to rebel against God. God first shows us we sin; he then shows us we cannot rid ourselves of sin; next, he shows us the price of sin is death (though Jesus didn't sin, His death was necessary for the sins of the world); finally, he shows us that through Jesus we can enter heaven and defeat death.
Animals were used as substitutes for people- after all, God couldn't very well ask people to kill themselves to atone for their sins. The sacrifices were just that- sacrifices. They were also tests of faith- "Do you believe God provides? If so, giving up a lamb from the best of your herd won't matter, you are giving it back to God." This is therefore also recognizing where the wealth you enjoy came from in the first place.
God tested Abraham when he told him to sacrifice his only son (to his wife, Sarah), a son who came after a very long wait. In this ancient society children were part of a man's success, and having no heir was considered a punishment by God. Yet Abraham was prepared to do what God asked of him. God stopped him, pleased Abraham understood where the thing he most loved on the planet came from- God Himself. Abraham proved he would hold nothing back from God, and because of this he was turned into a great nation.
God did no less when he offered the best he could offer to the world- His only son. He held nothing back, and this was the ultimate sacrifice. Once again, how could any lamb ever compare to Jesus? Once and for all, sin could be absolved, but the only catch is you have to believe Jesus did it for you and you must follow Him.
You speak of "guilt" and pressure from leaders. Do you know what "conviction" is in its religious context? It means the Holy Spirit calls to you and attempts to lead you to salvation. I felt it- very strongly. It wasn't a product of my environment; remember, I came up in a family of atheists. It was simply there, a feeling of overpowering magnitude, something difficult to explain. I have felt guilt before, this wasn't guilt. This was the absolute certain and innate knowledge that I was on the wrong track and needed to change.
I searched for answers, found them, and rejected them. I didn't want to give up control of my life, and excused away the need for me to do so. I used every dodge you and Mr. Fish have dropped on me so far, and many more you haven't thought up yet. I finally realized I couldn't run from it, it was truth, and I needed to look it squarely in the face and for the first time in my life do the right thing.
As I lay there in my bed confessing that, a glow hit my chest, radiating warmth throughout my body, and peace as I have never known before or since flooded my body. I felt it. I was there. I was touched and reborn in that very instant. Nothing, NOTHING on this planet will ever convince me there is no God, as I have felt His touch personally.
I don't have to understand it all, I won't be the most eloquent spokesman, I may not even convince you or anyone else, but I can only speak the truth. I know God exists.