From Encyclopedia of Sex and Sexuality
Just as a sexual episode does not begin with orgasm—it requires foreplay leading up to climax—it should not end abruptly. The period following orgasm is called the afterglow. Both partners feel relaxed and it is a good time to share feelings and emotions.
Some men develop the habit of falling asleep immediately after they experience their orgasm, particularly at night. While there is nothing wrong with this from time to time, they must realize that in doing so they are leaving the woman by herself, and without afterplay many women feel that they are not needed or appreciated. Their lovers would be better advised to remain awake and share in the afterglow; the positive effects of doing so will remain and will often carry over into the next sexual episode as well.
The afterglow period can include many activities, from hugging or caressing (which some people find even more pleasurable and intimate than sex itself), to conversation (listening is a very important aspect of this), and sometimes can lead to a new sexual episode. But the afterglow activities do not have to be limited to the bedroom and can also extend to taking a shower together, sharing a snack, or going for a stroll. The important thing is that whatever it is, it should by done together, even if it is falling asleep.