What happens immediately after a person dies? Do they go directly to heaven or hell or do they go to a holding place until Christ returns to earth for the final judgment? 

The basic beliefs of United Methodists can be found in the Book of Discipline in Our Doctrinal Standards and General Rules.  However, mention of "hell" and "heaven" as serious afterlife issues cannot be found in this section or any other part of the Book of Discipline.  

Methodist Doctrine: The Essentials  by Ted A. Campbell says, "The Methodist Articles of Religion, following the teachings of the Reformation, rejected the medieval Catholic idea of purgatory as a place where the souls of those who have died in Christ could be aided or helped by the prayers of the living. John Wesley himself believed in an intermediate state between death and the final judgment, where those who rejected Christ would be aware of their coming doom (not yet pronounced), and believers would share in the "bosom of Abraham" or "paradise," even continuing to grow in holiness there. This belief, however, is not formally affirmed in Methodist doctrinal standards, which reject the idea of purgatory but beyond that maintain silence on what lies between death and the last judgment."