The Bible is very clear on the answer to this question.

Jesus told the thief on the cross, “Today you will be with me in paradise” (Luke 23:43).
Paul said to be absent from the body is to be present with the Lord (2 Corinthians 5:8).
Paul said in Philippians 1:23, “I desire to depart and be with Christ.”

Believers go to be “with the Lord” when they die. I have often told dying saints not to worry about it. “Before your loved ones can get to the phone to give me a call that you have died, you will already be in heaven.”

We are either on earth in this life or we are in heaven with the Lord. Nothing in between.

See What Happens When We Die?