In the New Testament we see Paul say in
2 Cor. 5:8, “we are of good courage, I say, and prefer rather to be absent from the body and to be at home with the Lord.” Paul is clearly telling us that when he dies, he will go and be with the Lord. Furthermore, at the Transfiguration of Jesus (Matt. 17:1-8) we see Moses and Elijah who were alive. There was no soul sleep with them.
Therefore, the doctrine of soul sleep is incorrect. The soul continues on after death. The wicked face the judgment of God, and the Christians will dwell in His presence.
http://carm.org/soul-sleep ( emphasis mine)
I think the issue is a little more complicated! Here are some articles that address these passages
Conditional Immortality ? answering absent from the body to be with Christ
Conditional Immortality ? The Mount of Transfiguration
Matthew 17:1-9, Mark 9:2-9, Luke 9:28-36 by Warren Prestidge
See also What is Conditional Immortality ? A Brief Summary
the above article lists the passages that I think clearly teach that we do not have immortal soul.