Is Hashem really in front of us, behind us, next to us, etc?
I would have agreed with Mordechai1's answer if he would have given the correct definition of Panentheism, but since he did not give me that impression, I want to spell out what I believe he should be saying in a layman's terms:
One cannot say that Hashem Himself is in a particular spot or direction. Such a belief is quasi-pantheistic in nature because it places Hashem in a limited context, within the Creation. We would call such a belief heretical.
Those who claim this is a genuine Jewish belief are willing to say Hashem is beyond space (transcendent) and within space (immanent) simultaneously and they erroneously conclude therefore that you can point somewhere particular and say Hashem is there.
That He is immanent and transcendent is true, but the problem is that Hashem's immanence by definition cannot be understood as His particular location because then it would contradict His transcendence. So it must be understood as His interaction with His creation through Tzimtzum (contraction), hence the name "Elokim" (which represents the concept of boundaries, discipline, and definition, Din) is always used when discussing His immanence. This is all especially true if one espouses the Habad understanding (and before Habad, the Rashash) of Tzimtzum because Hashem contracted the Light of Ein Sof and not Himself. See What is the machlokes between the Gra and Ba'al HaTanya?
However, (Jewish) panentheism places the universe within Hashem (so to speak) and that is why we call Him "HaMakom" (The Place). It does not mean Hashem has physical dimensions but rather that He constantly upholds the concept of space within His will and therefore everything dimensional (including the concept of dimension) exists within His will. The term "HaMakom" can also be understood as deriving from "HaMikayeim" -The One who upholds existence through His will. (Akeidas Yitzchak, Sha'ar 48)
I would like to present a different approach than the ones already been provided. The Rishonim seem to take a pretty unified approach on this issue. The Rambam clearly states in Hilchot Yesodei Hatorah, Chapter 1, Law 11 that God has no Guf or Geviya and as a result none of the properties of Guf apply to God such as Makom. So, I believe the Rambam is saying that since God is not physical (see previous laws for proof of this) one can not attribute any quality/characteristic/property of being physical to God. To say God is in a place is attributing physical properties to God. This would be a violation of the fundamentals of Judaism. Thank you for considering this approach, as it does have significant impact on your view of God and the seriousness of having a correct idea of God.
I'll quote Rabbi Aryeh Kaplan in Handbook of Jewish Thought, volume 1 chapter two. Due to the delicate subject I will quote directly. Due to the length of this answer, I am leaving out all the sources.
2:35 Our understanding of God's relationship to the world is twofold, namely that He is both immanent and transcendental. Thus, He both fills and encompasses all creation. This duality, however, is only due to our imperfect understanding of God, since He Himself is the most absolute Unity*.
2:36 This twofold concept is expressed in the song of the angels. They sing "Holy, holy, holy is God of Hosts, the whole world is filled with His Glory" (Isaiah 6:3). This indicates that God is immanent, filling all creation. However, they also sing, "Blessed is God's Glory from His place" (Ezekiel 3:12). Here they are speaking of God in his transcendental sense, where even the highest angels cannot comprehend His "place."
2:37 This is also expressed in the Sh'ma, which states, "Hear O Israel, God is our Lord, God is One" (Deuteronomy 6:4). Before declaring that God is an unknowable transcendental Unity, we declare that he is "our Lord"- accessible to us at all times. Similarly, in every blessing, before addressing God as the transcendental "King of the universe," we also call Him "our Lord." In the prayer, "Our Father, our King" (Avinu Malkenu), we likewise liken God to both an immanent Father and a transcendental King.
2:38 God's immanence implies that there is no place in all creation that is devoid of His being. He therefore is spoken of as being omnipresent. The Torah thus says, "All the earth is filled with God's Glory" (Numbers 14:21). It is likewise written, "His Glory is in heaven and earth" (Psalms 148:13).
*From footnote 46: a paradox is raised, since after the "removal" (tzimtzum) we must say that God is absent from the "vacated space", but on the other hand, this cannot be said; Likutey Moharan 64. But from a viewpoint of attributes of action, God is removed from the "vacated space", but from a viewpoint of negative attributes, we cannot say that He is absent from any place. From the viewpoint that He is in the vacated space, God is imminent, while from the viewpoint that He is absent, He is transcendental; Likutey Moharan 64:2.
Judaism, as best as I can tell, is panentheistic. It's not that Hashem is everywhere, it's that Hashem IS everywhere. Hence He is sometimes referred to as HaMakom.