The coalescence of massive black holes is one of the primary sources of gravitational waves (GWs) for LISA. Measurements of the GWs can localize the source on the sky to an ellipse with a major axis of a few tens of arcminutes to a few degrees, depending on source redshift, and a minor axis which is 2--4 times smaller. The distance (and thus an approximate redshift) can be determined to better than a per cent for the closest sources we consider, although weak lensing degrades this performance. It will be of great interest to search this three-dimensional `pixel for an electromagnetic counterpart to the GW event. The presence of a counterpart allows unique studies which combine electromagnetic and GW information, especially if the counterpart is found prior to final merger of the holes. To understand the feasibility of early counterpart detection, we calculate the evolution of the GW pixel with time. We find that the greatest improvement in pixel size occurs in the final day before merger, when spin precession effects are maximal. The source can be localized to within 10 square degrees as early as a month before merger at $z = 1$; for higher redshifts, this accuracy is only possible in the last few days.
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