When we die, are we immediately with the Lord or are we in a 'soul sleep' until the rapture or our time of the resurrection?
The Bible does not teach a concept of “soul sleep.” Passages like 1 Thes 5:6 in our English Bibles use the word “sleep” in reference to the dead, but the term is used as a euphemism for death. It is not a description of the nature of death itself.
In using the term "sleep," Paul is referring to death just as we might say “passed away” today. He is not speaking literally of a sleeping process anymore than we are speaking literally of someone going on a journey. In 2Cor 5:6-8 we're told the actual process of death for a believer. Paul says a believer’s soul is immediately and consciously present with the Lord from the moment of death. Later at the resurrection, our spirit is reunited with our new bodies.
Likewise, passages like Luke 16:22-23 make clear that unbelievers move directly from death to a conscious existence in torment. No one enters a time of unconscious “sleep.” Soul sleep is a false teaching found in numerous communities of believers and is prominently featured in the theology of false religious groups like Seventh-Day Adventists.
For further reading, see related questions.