There are real consequences to actions that can be verified very rigidly. Even if you are a psychopathic self-fullfillment seeker, there are reasons to engage ethically, because failure to do so has negative consequences for you eventually.
There's an excellent book,
Non-Zero: the Logic of Human Destiny, about how this web of interconnected benefit shows up and influenced the formation of government, morality, etc.
Of course, it still doesn't answer McTraveller's question. It provides no moral rationale for valuing one's existence, nor for valuing others' comfort for their own sake. But it gives a reason for why we usually feel uncomfortable harming others: societies, and any genetic influences on the brain, that didn't value/produce nonharm died out. Empathy is a conserved trait. We like "shoulds" because organisms with "should" feelings survived, and survive, better than those without.
I think one can fashion a pretty effective moral system based simply on empathy and observation, but like MT, I have no transcendent justification for following it. I don't see any transcendent reason to follow this moral system, other than conscience (which I don't consider transcendent, but it is involuntary, hard to control and has many similarities from person to person: so it can reasonably be used as an objective quantity even if I still have no justification for believing that what it says is a valid source of "shoulds.")