Soloman questioned, "Who knows if the spirit of man rises upward and if the spirit of the animal goes down into the earth?" (Eccles 3:20-21) (NIV).
Brigham Young stated, "When you lay down this tabernacle, where are you going? Into the spiritual world. Are you going into Abraham's bosom? No, not anywhere nigh there but into the spirit world. Where is the spirit world? It is right here. Do the good and evil spirits go together? Yes, they do. Do they both inhabit one kingdom? Yes, they do. Do they go to the sun? No. Do they go beyond the boundaries of the organized earth? No, they do not." (Discourses of Brigham Young 33:376:4).
Many people see the spirits of departed loved ones at their funerals. The spirit goes along to see who turns up (I suppose), and to follow the family and friends they are used to being with. I remember an incidence where a person had died and things were being thrown around the room from then on. Someone picked up the point that the spirit was upset that they were taking no notice of him, and supposing that he was gone. So they talked to him as if he was still sitting on his chair, and there was no problem thereafter.
Many have also seen spirits just being around the place. Some having messages for remaining relatives.
It would appear that once we are sent to earth we stay here until the whole thing is over. Unless we are resurrected and off doing something else.