In the books of J.R.R. Tolkien, Valinor lies in the central regions of the continent of Aman, in the utmost West of Arda. After the rebellion of Numenor, and the world was made round, Valinor was removed from the circles of the world, and only the Elves remaining in Middle-earth could reach it, following the Straight Road. See The Encyclopedia of Arda http://www.glyphweb.com/arda/default.asp for more data.
Valinor is a place, also known as the Land of the Valar, or the Undying Lands.
The two trees of Valinor are Telperion and Laurelin, respectively the silver and gold tree.
Valinor is a magical land far across the sea where the Valar reside. Many Maia are there as well. It is the place where the Elves go to after they are weary of Middle-earth, and its capital is Valimar.
To the west, where Valinor and Eressea lie.
The Elves were granted passage to Valinor as a reward for their alliance with the Valar. Hobbits and other mortal races, such as Men, were not offered the same privilege because their destiny lies in the mortal lands of Middle-earth, while Valinor was meant as a home for the immortal Elves.
The Tengwar is Tolkien's elvish script in The Lord of the Rings. According to The Silmarillion, it was invented by Feanor in Valinor.
They go to the original land of the Elves. Where no one can die. It is like "Heaven on Earth" in some ways. In LOTR, the chapter when they leave is called "Grey Haven" so that might be what it's called. The Gray Haven is a port in Middle Earth that the boats that take the Elves away leave from. The place they go to is called Valinor, and by the end of the War of the Ring it is no longer physically located on Earth at all. It is also not the 'original land' of the Elves, since they are from Middle Earth. However the majority of the Elves travelled to Valinor early in their history, and the ones we meet in the books are the ones that came back.
He leaves with the other Ring Bearers to go to the Undying Lands (Valinor)
Not much, actually. But there is Valinor, which is called "The Undying Land" and is where Frodo and the Ring-Bearers went to.
The Elves leaving Middle-earth by ship forever go to the lands of Aman, to the west beyond the Great Sea. There are the lands Valinor and Eldamar, and the isle Tol Eressea. It is the home of the Valar (spirits comparable to minor gods or angels), who a very long time ago invited the Elves to come and live in their lands, and the Elves have been following that call ever since.
The most western sea is the Sundering Seas (aka Belegaer or The Great Sea) that separated Middle-earth from Valinor.
Valinor is the abode of the Valar. It lies in the Blessed Realm of the continent of Aman. The Elves live on an island called Tol Erresea. The island is in sight of the land of the Valar. Men are not allowed to go there. Bilbo and Frodo are allowed to go there as a gift because they were ringbearers for an extended period of time, and this would keep them living in comfort for the rest of their days. Gimli is also allowed to enter Aman, the first and the last Dwarf to do this, because the Lady Galadriel, the most powerful of the Noldor in Middle-earth, who had a lot of influence even in Valinor, accounted for him. In some ways it is like a heaven in that gods live there and everyone lives forever, but it was formerly part of the world until it got shifted into a different dimension, which is not usually said of heaven.