My own reading of the Bible has convinced me that when a believer dies, he or she immediately goes into the presence of God. The Apostle Paul expressed it this way: "We are confident, I say, and would prefer to be away from the body and at home with the Lord" (2 Corinthians 5:8).
It's true that the Bible teaches we will be given new bodies at the end of the present age - bodies like that of Christ's resurrection body. We aren't meant to be vague, ethereal spirits floating around on a cloud somewhere! Some day, our bodies and our souls will be reunited, and we will no longer be subject to illness or pain or fear or death.
This may be hard for us to understand (and in any case we need to remember that God isn't bound by our understanding of time). But God's promise is sure: Some day, "the trumpet will sound, the dead will be raised imperishable, and we will be changed" (1 Corinthians 15:52).
Pause right now to thank God for the hope we have because of Christ. By His resurrection from the dead He conquered death and Hell and Satan forever. And because of Him, we have the hope of eternal life with Him in heaven - both for us and our loved ones. No wonder the Apostle Paul declared, "I desire to depart and be with Christ, which is better by far" (Philippians 1:23).