Ooh! Oooh! Me! Meeeee!
A good part of the conundrum you are dealing with, Polerius, is that we only understand location at all in relative terms.
Where are you? On top of the mountain.
Where is the mountain? (You didn’t say, so I will make a location up) The mountain is just west of Denver.
Where is Denver? In the middle of Colorado.
Where is Colorado? In the Western third of the United States.
Where is the United States? In the middle of North America.
Where is North America? X miles (you said you didn’t want coordinates) northwest of the point where the Equator and the Prime Meridian cross on the surface of the Earth.
Where is the Earth? Travellling around the sun in a low-eccentricity elliptical orbit at a certain disance.
Where is the Sun? Travelling in a path around the core of the Milky Way Galaxy, currently making its way through one of the dense spiral arms.
Up to this point, we have had an easy time locating or inventing a reference point from which we could measure our distance. On the surface of the Earth, it’s a matter of geography. Once our questions take us off the surface of the Earth, it’s a mattter of gravity and motion.
From this point forward however, decent reference points are hard to come by.
The only meaningful feature the next scale up is the Local Group, a bunch of galaxies (the big spirals The Milky Way, The Andromeda, The Triangulum, and a bunch of smaller ellipticals and irregulars around them out to a certain incomprehensible distance) close enough to each other that local gravity affects their apparent motion relative to us more than cosmological redshift does. They are a very definite group, but because there is nothing but the galaxies to define the Local Group, and they are all in some kind of motion relative to each other, a definite meaningful point to use as a reference begins to become futile.
Answering the question, Where is the Local Group? simply magnifies the problem. We can describe our distance from the Virgo Cluster, the nearest somewhat large cluster of glaxies, and so on and so forth, and I could continue the astronomy lesson, but once we get to trying to place the galaxy in context with the rest of the universe, we must eventually throw up our hands and admit that the relative motions of all the galaxies make it more or less useless to understand our “location” in a way that is meaningful to us.
And really, if you look back at your local scales, you realize that all the reference points that seemd so definite are all in motion as well. Denver and the mountain near it circle the center of the Earth each day, The Earth moves in its orbit, the moves in ITS orbit. So location is really only meaningful in a very local context.
OK, then, if we accept that our location WITHIN the universe is somewhat hard to pin down, at least with any sense of permanence, surely we can locate the Universe within whatever it might be within.
Trouble there is that we have no idea of what the Universe might exist within, which brings us to the realm of theoretical physics.
Scientists in the last several decades trying to understand why, for instance, the electron has the specific charge it does or the gravitational constant is precisely what it is have liked what they have seen when, instead of thinking of the universe being made up of masses of inteacting particles, they think of the universe being made up of tangles of interacting vibrating strings instead.
Trouble is, the strings can vibrate in a way that makes the universe look like it does only if the universe has about 10 dimensions of space and time for them to wiggle around in, as opposed to the four we’ve noticed up to now.
Various scientists try to explain their way around this in various ways. One way is to realize that while a string would be basically a one-dimensional entity in this 10-dimensional context, you could also imagine entities of more than one dimension wobbling around as well. These have acquired the name p-branes. In this line of thinking, the Universe is a four-dimensional p-brane in the 10-dimensional model.
Cool! parallel planes of reality! So where is the Universe stacked up relative to all the others?
Not so fast. One popular hypothesis of the last few years has it that the p-branes themselves are all in motion relative to each other, and that the Big Bang occurred when some other p-brane smashed into the one that defines our Universe. No universal reference point once again.
I suggest to you, therefore, that location is ulimtately an illusion, and that motion relative to something else is the only reality. Thus you may relax on the mountaintop, and contemplate, zen-like, that while you take not a single step, you are on a great journey.