Where you at is urban colloquial. This particular phrase gets a lot of use among young people, who will often drop down from standard English to the idiomatic, either naturally or as a way to be ironic. I myself sometimes use this phrase conversationally with my buddies:
Where you at, dude? We're leaving in ten minutes.
It's not the kind of thing you should feel the need to correct. People also say
where are you at and in practice, the two are mostly interchangeable. You'll also commonly see stuff like
where are you at with the McNielsen file. But the clean way to say this is simply:
Where are you?
In certain types of formal speech and writing, you should avoid ending most sentences with a preposition. But there are two schools of thought here. Sometimes, quite often in fact, ending with a preposition is simpler and more direct, and therefore superior for most use cases, to the non-prepositional ending. Compare:
What is that thing made of?
Of what is that thing made?
The former is normal English that won't raise eyebrows, except in a thesis paper. The latter is formal, even slightly archaic. So this isn't a hard and fast rule, and in casual conversation, it's a rule nobody really follows. Speak directly.
Here's some further discussion on prepositions at the end of sentences.
Previous rules prohibiting them were based at least partially on Latin grammar, where a preposition's object must follow the preposition. But English has its own character, and many constructions with the preposition at the end make perfect sense and flow nicely, whereas sometimes the contortions needed to not have the preposition at the end sound awkward and stilted.
That said, there are formal writing scenarios where prepositions at the end of sentences are frowned on. Usually you would know if this was the case.