When do we actually go to Heaven?

I have read the Bible front to back more times than I can remember and this is the one concept that I am still unclear about. 

Heaven, and more specifically when do we go there?

The normal perception is that when we die, boom, instantaneously we are with Jesus in Heaven.  Why do we think that?  Well for one thing, many a preacher has said so in funeral sermons.  But is that really the way it works? 

The reason I ask is Revelation 20.

Revelation 20:1-15(NKJV)

Then I saw an angel coming down from heaven, having the key to the bottomless pit and a great chain in his hand. 

He laid hold of the dragon, that serpent of old, who is the Devil and Satan, and bound him for a thousand years; 

and he cast him into the bottomless pit, and shut him up, and set a seal on him, so that he should deceive the nations no more till the thousand years were finished. But after these things he must be released for a little while.

And I saw thrones, and they sat on them, and judgment was committed to them. Then I saw the souls of those who had been beheaded for their witness to Jesus and for the word of God, who had not worshiped the beast or his image, and had not received his mark on their foreheads or on their hands. And they lived and reigned with Christ for a thousand years. 

But the rest of the dead did not live again until the thousand years were finished. This is the first resurrection. 

Blessed and holy is he who has part in the first resurrection. Over such the second death has no power, but they shall be priests of God and of Christ, and shall reign with Him a thousand years.

Now when the thousand years have expired, Satan will be released from his prison 

and will go out to deceive the nations which are in the four corners of the earth, Gog and Magog, to gather them together to battle, whose number is as the sand of the sea. 

They went up on the breadth of the earth and surrounded the camp of the saints and the beloved city. And fire came down from God out of heaven and devoured them. 

The devil, who deceived them, was cast into the lake of fire and brimstone where the beast and the false prophet are. And they will be tormented day and night forever and ever.

Then I saw a great white throne and Him who sat on it, from whose face the earth and the heaven fled away. And there was found no place for them. 

And I saw the dead, small and great, standing before God, and books were opened. And another book was opened, which is the Book of Life. And the dead were judged according to their works, by the things which were written in the books. 

The sea gave up the dead who were in it, and Death and Hades delivered up the dead who were in them. And they were judged, each one according to his works. 

Then Death and Hades were cast into the lake of fire. This is the second death. 

And anyone not found written in the Book of Life was cast into the lake of fire.

So do we go to Heaven right away or do we lay there in the ground waiting until after the 1000 year reign of Christ on earth?  Or do we go to Heaven right away and then our dead bodies catch up to us after the 1000 year reign? 

Seems confusing.  I am wrapping up Revelation and then I will be starting the NT all over again.  Two things I am going to focus on the next time through.  What Jesus said was necessary to be saved vs. what Paul and the other apostles said.  The other thing is all that the NT says about Heaven. 

Can't wait!