Is the "j" in "jsem", "jsi", etc. pronounced?
The recordings make it sound like "jsem" is pronounced like "sem" without the "j" sound. Is this the case? Is this true only for conjugations of the verb "to be" or for other words as well?
You won't make a mistake if you pronounce it every time. This heavily depends on the local accents, people from Prague mostly don't pronounce it at all, so "jsme", "jste", "jsi" becomes "sme", "ste", "si". It applies to other words as well, "jméno" becomes "méno", "jmenuji se" just "menuji se", and "jdu" turns into "du". This is, however, only spoken, informal language. And people from northern Moravia would most likely pronounce the "j" in each of these words.
So don't worry about it and pronounce it. Just don't be surprised when listening to Czech people speaking ;).
You should pronounce (or make the effort to pronounce) the J when the word is stressed. Even in words like jsem, jsi, jsme, jste. - eg. Jsi tady? Jsem. (For learners it might still be difficult to catch though and not to blame you, some people are lazy and use colloquial Czech, which then makes it impossible to hear. :-) ) Also, you should pronounce the "j" in all the negatives - nejsem, nejsi, nejsme, nejste, nejsou.