Paul says that to depart [this life through death] and to be with Christ is far better than remaining alive on earth (Philippians:1:21–24). He even says that to die is gain. Certainly, that is not true if to die means to become unconscious! Revelation:6:9–10 gives a future glimpse of the souls of them that were slain in the Great Tribulation, crying out with a loud voice for God to avenge their blood. Obviously, though their bodies are dead in the grave, their souls are conscious. Numerous other scriptures testify to the same fact.
"And when he had opened the fifth seal, I saw under the altar the souls of them that were slain for the word of God, and for the testimony which they held."