  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.
