death - taken to heaven immediately or do we wait for his return

Here is a list of verses which show that "soul sleep" is contrary to what the Bible teaches.

Revelation 6:9-10
When he broke the fifth seal, I saw underneath the altar the souls of all the people who had been killed on account of the word of God, for witnessing to it.  They shouted aloud, "Holy, faithful Master, how much longer will you wait before you pass sentence and take vengeance for our death on the inhabitants of the earth?"
The Bible is saying that martyrs go to heaven before the Judgment. Note that this takes place before the resurrection, before the end of the world, before the Judgment, while life is going on as usual on the earth. Also, the martyrs, despite being "dead", have their own memories, and remember that they have been martyred.  So to say that these martyrs "know nothing" (Ecclesiastes 9:5) in the sense of being unconscious, or something like that, would be incorrect.

Luke 16:19-31
There was a certain rich man, which was clothed in purple and fine linen, and fared sumptuously every day: and there was a certain beggar named Lazarus, which was laid at his gate, full of sores, and desiring to be fed with the crumbs which fell from the rich man's table: moreover the dogs came and licked his sores. And it came to pass, that the beggar died, and was carried by the angels into Abraham's bosom: the rich man also died, and was buried; and in hell he lift up his eyes, being in torments, and seeth Abraham afar off, and Lazarus in his bosom. And he cried and said, "Father Abraham, have mercy on me, and send Lazarus, that he may dip the tip of his finger in water, and cool my tongue; for I am tormented in this flame." But Abraham said, "Son, remember that thou in thy lifetime receivedst thy good things, and likewise Lazarus evil things: but now he is comforted, and thou art tormented. And beside all this, between us and you there is a great gulf fixed: so that they which would pass from hence to you cannot; neither can they pass to us, that would come from thence." Then he said, "I pray thee therefore, father, that thou wouldest send him to my father's house: for I have five brethren; that he may testify unto them, lest they also come into this place of torment." Abraham saith unto him, "They have Moses and the prophets; let them hear them." And he said, "Nay, father Abraham: but if one went unto them from the dead, they will repent." And he said unto him, "If they hear not Moses and the prophets, neither will they be persuaded, though one rose from the dead."
Lazarus and the rich man have both died, but their souls are still alive, despite the death of their bodies (and the same is true of Abraham).  All this takes place before the resurrection of their bodies, while the rich man's brothers are still alive.

1 Peter 3:18-19
For Christ also hath once suffered for sins, the just for the unjust, that he might bring us to God, being put to death in the flesh, but quickened by the Spirit: by which also he went and preached unto the spirits in prison.
If the spirits in prison are dead and "know nothing", then why is Jesus preaching to them?

Luke 12:4
And I say unto you my friends, "Be not afraid of them that kill the body, and after that have no more that they can do."
Here we see that Jesus says that murderers kill only the body, and cannot harm the soul at all.  In other words, our soul stays alive, despite anything a murderer might try to do.

2 Corinthians 5:6,8-9
Therefore we are always confident, knowing that, whilst we are at home in the body, we are absent from the Lord.... We are confident, I say, and willing rather to be absent from the body, and to be present with the Lord.  Wherefore we labour, that, whether present or absent, we may be accepted of him.
If our soul dies when our body dies, then how can we be "absent" from the body?  Yet, the Bible says that we can be with the Lord while absent from our body!

Matthew 22:31-32
...have ye not read that which was spoken unto you by God, saying, "I am the God of Abraham, and the God of Isaac, and the God of Jacob?" God is not the God of the dead, but of the living.

Luke 24:37-39
But they were terrified and affrighted, and supposed that they had seen a spirit. And he said unto them, "Why are ye troubled? and why do thoughts arise in your hearts? Behold my hands and my feet, that it is I myself: handle me, and see; for a spirit hath not flesh and bones, as ye see me have."
If a spirit apart from its body is dead, then surely the Apostles would know this and thus would not have thought that a living Jesus would be a spirit.  Also, if the Apostles had been incorrect in believing that a person's soul survives apart from that person's body, then why didn't Jesus correct them instead of encouraging them in this "erroneous" belief they held?  In fact, Jesus here says that the spirit exists independently of the body.

Genesis 35:18
And it came to pass, as her soul was in departing, (for she died)...
Note that, when Rachel died, her soul departed. It didn't "fall asleep".

John 11:25-26
Jesus said unto her, "I am the resurrection, and the life: he that believeth in me, though he were dead, yet shall he live: And whosoever liveth and believeth in me shall never die."

Revelation 20:4
I saw the souls of them that were beheaded for the witness of Jesus... they lived and reigned with Christ a thousand years.
Note that John saw only the souls of the martyrs.

Jude 1:7
Even as Sodom and Gomorrha, and the cities about them in like manner, giving themselves over to fornication, and going after strange flesh, are set forth for an example, suffering the vengeance of eternal fire.
Note that they are presently suffering, and thus not unconscious.

Luke 23:43
And Jesus said unto him, "Verily I say unto thee, Today shalt thou be with me in paradise."
That day ("today") was before the resurrection.

"Soul sleep" means that when a person dies, they have no conscious existence from that time on until the day of resurrection. Another definition I have come across is that the "soul sleep" of the deceased is an existence of silence, inactivity and entire unconsciousness.

Mark 12:26 And as touching the dead, that they rise: have ye not read in the book of Moses, how in the bush God spake unto him, saying, I am the God of Abraham, and the God of Isaac, and the God of Jacob?
27 He is not the God of the dead, but the God of the living: ye therefore do greatly err.

When God spoke to Moses, Jesus said said to him that He was the God of Abraham, Isaac and Jacob. In other words, when God spoke to Moses at the burning bush, Abraham, Isaac and Jacob had already lived and died. Yet Jesus said God was their God even now, the God of the living in the present, meaning, though these three had died physically, their spirits were not dead. Nor did He mention their spirits were asleep. In other words, their spirits were alive, God was their God, even while their bodies laid in the ground.

The bodies of these three were dead and buried at the time Jesus spoke of them. He spoke of them spiritually, though, as being alive. He mentioned God as the God of the living, not the God of those asleep whether in or out of their bodies, as some propose, that after death men's spirits slept in their bodies until the resurrection and were basically unconscious. No, He said that God meant He was "the God of the living" when He spoke to Moses and when Jesus spoke to the men of His time, "living" meaning,

LIVING 2198. zao, dzah'-o; a prim. verb; to live (lit. or fig.):--life (-time), (a-) live (-ly), quick.

James described the dead of a person:
James 2:26 For as the body without the spirit is dead, so faith without works is dead also.

In other words, when a person dies, his body dies and the spirit leaves the body:

WITHOUT 5565. choris, kho-rece'; adv. from G5561; at a space, i.e. separately or apart from (often as prep.):--beside, by itself, without.

In Genesis 35, we read this about the soul departing from Rachel when she died, making soul sleep an impossibility:

18 And it came to pass, as her soul was in departing, (for she died) that she called his name Benoni: but his father called him Benjamin.
19 And Rachel died, and was buried in the way to Ephrath, which is Bethlehem (parenthesis in the original).

That the spirit goes to be with the Lord is stated by Paul in Philippians 1:

Philippians 1:21 For to me to live is Christ, and to die is gain.
22 But if I live in the flesh, this is the fruit of my labour: yet what I shall choose I wot not.
23 For I am in a strait betwixt two, having a desire to depart, and to be with Christ; which is far better:
24 Nevertheless to abide in the flesh is more needful for you.
25 And having this confidence, I know that I shall abide and continue with you all for your furtherance and joy of faith;
26 That your rejoicing may be more abundant in Jesus Christ for me by my coming to you again.

Paul's choices were two in number: either

(1) stay in the flesh and continue to live on this earth serving God's people, or,

(2) depart and be with Christ.

Where is Christ? Is He in the ground in some type of soul sleep? No, He is in heaven until He returns and the believer joins Him there when each departs at death, that is, when their spirit leaves the body at death as James described. Paul again repeated himself in 2 Corinthians:

2 Corinthians 5:6 Therefore we are always confident, knowing that, whilst we are at home in the body, we are absent from the Lord:

Simply stated. while he is in his body, he is absent from the Lord's heavenly presence. When he will be absent from the body, he will no longer be 'absent from the Lord." There is no mention of an intermediate state of soul sleep.

One of the most important scriptures refuting soul sleep is found in Ephesians and it concerns Christ and His resurrection:

Ephesians 4:7 But unto every one of us is given grace according to the measure of the gift of Christ.
8 Wherefore he saith, When he ascended up on high, he led captivity captive, and gave gifts unto men.
9 (Now that he ascended, what is it but that he also descended first into the lower parts of the earth?
10 He that descended is the same also that ascended up far above all heavens, that he might fill all things.)

Jesus lead captivity captive when He descended into the lower parts of the earth. In other words, He descended and then ascended out of their taking with Him a host of captives (those who waited for His coming). That they were there waiting to be lead out shows the non-existence of soul sleep:

LED CAPTIVITY 161. aichmalosia, aheekh-mal-o-see'-ah; from G164; captivity:--captivity.

LED CAPTIVITY From 164. aichmalotos, aheekh-mal-o-tos'; from aichme (a spear) and a der. of the same as G259; prop. a prisoner of war, i.e. (gen.) a captive:--captive.

LED CAPTIVITY From 259. halosis, hal'-o-sis; from a collateral form of G138; capture:--be taken.

LED CAPTIVITY From 138. haireomai, hahee-reh'-om-ahee; prob. akin to G142; to take for oneself, i.e. to prefer:--choose.

LED CAPTIVITY From 142. airo, ah'ee-ro; a prim. verb; to lift; by impl. to take up or away; fig. to raise (the voice), keep in suspense (the mind); spec. to sail away (i.e. weigh anchor); by Heb. [comp. H5375] to expiate sin:--away with, bear (up), carry, lift up, loose, make to doubt, put away, remove, take (away, up).

At death, the spirits of men of faith were held captive at death in Hades and released from there when Jesus descended there after His death (see 1 Peter 3:19 and 4:6). Jesus preached to spirits held captive, whether they be the spirits of those in Noah's days or not. He didn't preach to a sleeping crowd.

Finally, Revelation clearly indicates that the souls of the martyrs and the saints are in heaven before the resurrection on the last day, again refuting the idea of soul sleep:

Revelation 6:9 And when he had opened the fifth seal, I saw under the altar the souls of them that were slain for the word of God, and for the testimony which they held:
10 And they cried with a loud voice, saying, How long, O Lord, holy and true, dost thou not judge and avenge our blood on them that dwell on the earth?
11 And white robes were given unto every one of them; and it was said unto them, that they should rest yet for a little season, until their fellowservants also and their brethren, that should be killed as they were, should be fulfilled.