"... that all the Christian departed are in substantially the same state, that of restful happiness. Though this is sometimes described as sleep, we shouldn't take this to mean that it is a state of unconsciousness. Had Paul thought that, I very much doubt that he would have described life immediately after death as 'being with Christ, which is far better.' Rather, sleep here means that the body is 'asleep' in the sense of 'dead,' while the real person- however we want to describe him or her- continues.
This state is not, clearly, the final destiny for which the Christian dead are bound, which is, as we have seen, the bodily resurrection. But it is a state which the dead are held firmly within the conscious love of God and the conscious presence of Jesus Christ while they await that day. There is no reason why this state should not be called heaven, though we must note once more how interesting it is that the New Testament routinely doesn't call it that and uses the word heaven in other ways" (Surprised by Hope, pp. 171-72).