tootired, I would have to read through his letters, but this is the one I think of first (though I had to google to find the chapter, book and verse):
Galatians 1: 20-25
"I eagerly epect and hope that I will in no way be ashamed, but will have sufficient courage so that now as always Christ will be ealted in my body whether by life or by death. For to me, to live is Christ and to die is gain. If I am to go on living in the body, this will mean fruitful labor for me. Yet what shall I choose? I do not know!..."
That mostly shows that it did not seem to be an issue for him, if he died first or not.
Also his comment that those we are still alive will not precede those who have fallen asleep. (1Thessalonians 4:15)
This is supposition on my behalf (which is why I said seemed), and while I am pretty sure he revised thinking that he would not die before Christ returned (certainly as he got closer to death), I think, according to most of his writings, that he mostly thought Christ would return in his lifetime.
Peace,
tammy