"Where are we going?"
Translation:¿A dónde vamos?
Me too but I think this probably goes some way to explaining things: http://www.studyspanish.com/lessons/quest.htm Apparently "dónde" means "where" but "adónde" means "to where". Therefore "dónde" asks for a location wheras "adónde" asks for a destination.
Bearing in mind that "a" in Spanish can mean "to" I think that "a dónde" and "adónde" (no space) are likely the same thing.
The verb "ser" isn't used like that. You sentence would be: "Where we are we go?"
If anything, it would be the present progressive tense, and you would use the gerund:
"A dónde estamos viendo?"
"A dónde vamos?" is the best way in Spanish to say "where are we going."
You don't need to include the nosotros, but it wouldn't be wrong to include it. It would mostly be added for emphasis. Like "where are WE going"