2 Corinthians 5:8:

We are confident, I say, and willing rather to be absent from the body, and to be present with the Lord.

See also:

Your Spirit Isn’t Sick
Can We Believe for a Dead Person to be Raised?
Objection: Death Is the Ultimate Healing for the Christian, So Healing Prayers Are Sometimes Answered by Someone’s Death
Notes on Romans 8:11