For me, to live is Christ and to die is gain.
Philippians 1:21-24

"(21) For to me, to live is Christ and to die is gain. (22) But if I am to live on in the flesh, this will mean fruitful labor for me; and I do not know which to choose. (23) But I am hard-pressed from both directions, having the desire to depart and be with Christ, for that is very much better; (24) yet to remain on in the flesh is more necessary for your sake"

--St. Paul

I remember the first time I saw this. It completely baffled me: Why in the world would someone be just as well off living as dead? Most people think that death is the final step... the final curtain to life before we shuffle off this mortal coil. For those who have relationships with our heavenly father, though, that couldn't be furthur from the truth.

Let's take a look at how Paul contrasts the two options. He starts off by saying "to live is Christ". What does he mean? Well, earlier he said:

"I have been crucified with Christ; and it is no longer I who live, but Christ lives in me; and the life which I now live in the flesh I live by faith in the Son of God, who loved me and gave himself up for me"
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What Paul's getting at is this: For those who have chosen to give Christ control of their life, quite literally, living is Christ. They've given themselves over to the one who created them in the first place.

Fair enough, but what about death somehow being a gain? Listen again to the words of Paul:

"Therefore, being always of good courage, and knowing that while we are at home in the body we are absent from the Lord -- for we walk by faith, not by sight -- we are of good courage, I say, and prefer rather to be absent from the body and to be at home with the Lord."
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If I'm hearing Paul correctly, he's telling us that those who have relationships with Christ will be at home with him in eternity when they die. To those who love Christ enough to give their lives away to him, that's a pretty hefty gain.

For Paul, and indeed for all christians, living is Christ, and dying is gain. Either way, they win. Having the one who designed, created, and sustains them within a whisper of a prayer gives them a winning life; and departing to spend an eternity with a loving heavenly father gives them a winning death.

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