Many of us know that we can have Mass said for our departed loved ones; it is one of the most efficacious methods of helping the suffering souls in Purgatory. But according to St. Anselm, a single Mass said for you in your lifetime is equivalent to many said for you after your death:
Every Mass which a man says or hears obtains for him an increase of glory in Heaven; this is not the case when Mass, or even hundreds of Masses are offered for him after his death.
If you hear Mass or have Mass said for yourself when in a state of wrath, God will perchance, for the sake of that Mass, bring you to a knowledge of sin and grant you the grace of contrition, and thus you may return to a state of grace; this would be impossible after death. For if, neglecting Mass, you were to die in mortal sin, no number of Masses offered for you could procure your return to the state of grace.
All the Masses which you hear, or are said for you, will await you at your death: they will go with you to the judgement seat; they will plead for mercy for you; and if they do not preserve you altogether from the cleansing flames, they will at any rate shorten the time of your detention. But if the Masses are not said until after your death, you will have to await in anguish the alleviation they will bring.
One Mass said in your lifetime will do more to free the soul from the punishment of sin than many Masses after death. For our sojourn in this world is a time of grace, afterwards comes the time of just retribution; now it will be far easier to make our peace with our Judge than it will be hereafter. A slight penance voluntarily performed in this world has more value in the sight of God than compulsory penance of much greater severity in the world to come.
(Source: The Incredible Catholic Mass)
Do you have Masses said for yourself? One way you can do it is to ask for the Mass but not say who requested it, or you can ask for a Mass "for the intentions of a parishioner" and let the priest know that the Mass is for you but you don't want your name made public. To attend a Mass for your own intentions gives you much greater grace than to have a Mass said for you at some distant church and not attend it yourself.