Where he promptly got lost.
He just kept driving the Jeep through the woods, even though he had no idea where he was going and kept passing the same little log cabin, outside of which two guys were apparently preparing to cook a lobster over a portable stove. But Spike refused to stop and ask the guys for directions, because dammit, he was a MAN! And men NEVER ask for directions!
Somewhere, somehow, Faye and Jet eventually discovered that Kaite was Spike's son, which is why he was so set on finding the bounty... but apparently not determined enough to get over his pride and just ask the guys where he was going. Ah well.