It's not uncommon to run into Christians who think that after death we enter into a state of sleep, often called soul sleep, and the reason for this is the many usages of the word "sleep" in the Bible when referring to physical death. Some examples are:
Then David slept with his fathers and was buried in the city of David. 1 Kings 2:10 (ESV)
A New Testament example is used by the Apostle Paul:
...we do not want you to be uninformed, brothers, about those who are asleep, that you may not grieve as others do who have no hope. For since we believe that Jesus died and rose again, even so, through Jesus, God will bring with him those who have fallen asleep. For this we declare to you by a word from the Lord, that we who are alive, who are left until the coming of the Lord, will not precede those who have fallen asleep. 1 Thessalonians 4:13-15 (ESV)
Three times in 3 verses Paul uses the idea of sleeping to describe those who died in Christ. You can see why for some the idea of soul sleep is a slam dunk.
But when the Bible uses a reference to sleeping in place of death it is employing a euphemism which is defined as:
a mild or indirect word or expression substituted for one considered to be too harsh or blunt when referring to something unpleasant or embarrassing.
In death, the physical body takes on the appearance of sleep, thus the usage of sleep-related terms to describe it.
But we have to have a good biblical reason to consider that a euphemism is being used in all these cases, otherwise we're just projecting nothing more than a personal opinion. And there are very good reasons for not believing in soul sleep. The first comes from the Apostle Paul who, when speaking of life both in the body and out of the body wrote:
Therefore we are always confident and know that as long as we are at home in the body we are away from the Lord. We live by faith, not by sight. We are confident, I say, and would prefer to be away from the body and at home with the Lord. 2 Corinthians 5:6-8 (NIV)
Paul declared that he much preferred to be absent from the body because that meant he would be present with the Lord and enjoy all those wonderful blessings.
But perhaps the best reason for not embracing soul sleep is a story — not a parable, mind you — that Jesus told about the death of two men. This story is located in Luke's Gospel chapter 16. It concerns a wealthy man and a diseased beggar by the name of Lazarus.* In this story, both men suffer physical death. Lazarus is transported by the angels of God to a place of comfort and the wealthy man is sent immediately to a place of suffering where he awaits judgment. In the case of both of these men, they are fully conscious and aware of their present circumstances and surroundings. Since there's no reason to consider this story anything other than a telling of real events, it shows that Jesus taught something other than soul sleep. And since His is an unimpunable authority I believe we are left with some very concrete reasons to believe that the human soul does not sleep after death.
*The fact that this man is mentioned by name along with Abraham tells us Jesus was not using a parable but instead was relating very real events with very real people.