“But in those days, following that distress,
“ ‘the sun will be darkened,
and the moon will not give its light;
the stars will fall from the sky,
and the heavenly bodies will be shaken.'
“At that time people will see the Son of Man coming in clouds with great power and glory. And he will send his angels and gather his elect from the four winds, from the ends of the earth to the ends of the heavens.
Mark 13:24-26
There is a common belief amongst Christians today that the "Rapture", when Christians still alive will be caught up into the air to be with Jesus, will occur well before the Return of Jesus. As a result of this doctrine Christians conclude the End Times prophecies are less relevant to us since we will not experience these events. However I think Jesus and the Bible are clear: the Rapture occurs when Jesus returns, not before.
The passage I quote above is from the Olivet Discourse of Jesus. There is a very similar passage in Matthew 24:29-31. Both are clear that Christians will be gathered at the time of Jesus return, not before. If that wasn't enough, see also what Paul has to say about the order of events:
For the Lord himself will come down from heaven, with a loud command, with the voice of the archangel and with the trumpet call of God, and the dead in Christ will rise first. After that, we who are still alive and are left will be caught up together with them in the clouds to meet the Lord in the air. And so we will be with the Lord forever.
1 Thessalonians 4:16-17
Listen, I tell you a mystery: We will not all sleep, but we will all be changed - in a flash, in the twinkling of an eye, at the last trumpet. For the trumpet will sound, the dead will be raised imperishable, and we will be changed. For the perishable must clothe itself with the imperishable, and the mortal with immortality.
1 Corinthians 15:51-53
In addition, Revelation is very clear that Christians can expect considerable persecution in the last days leading up to Jesus return. This is what it has to say about the Beast:
It was given power to wage war against God's holy people and to conquer them. And it was given authority over every tribe, people, language and nation. All inhabitants of the earth will worship the beast - all whose names have not been written in the Lamb's book of life, the Lamb who was slain from the creation of the world.
Whoever has ears, let them hear.
"If anyone is to go into captivity,
into captivity they will go.
If anyone if to be killed with the sword,
with the sword they will be killed."
This calls for patient endurance and faithfulness on the part of God's people.
Revelation 13:7-10
The Beast could not wage war against God's holy people as described above, if they were taken away before the Beast reached its full authority.
There is a more comprehensive justification for this "post-tribulation" rapture interpretation here.