Did Jesus go to Heaven or Hell when he died?
Arguements:
Heaven: When the thief spoke to Jesus on the Cross, Jesus Replied;
Luke 23:43 - And Jesus said unto him, Truely I say unto thee, Today shalt thou be with me in paradise.
However, as I am of the opinion that Jesus went to Sheol when he died, I will explain why.
First; understand that Sheol was split into two parts. These parts were close enough that people on one side, could talk to people on the other, but they could not cross.
Luke 16:22 The poor man died and was carried by the angels to Abraham's bosom. The rich man also died and was buried; 23 and in Hades, being in torment, he lifted up his eyes, and saw Abraham far off and Laz'arus in his bosom. 24 And he called out, 'Father Abraham, have mercy upon me, and send Laz'arus to dip the end of his finger in water and cool my tongue; for I am in anguish in this flame.' 25 But Abraham said, 'Son, remember that you in your lifetime received your good things, and Laz'arus in like manner evil things; but now he is comforted here, and you are in anguish.
The Bible says Jesus Descended, and when he Ascended he took a host of captives
Ephesians 4:8 Therefore it is said, "When he ascended on high he led a host of captives, and he gave gifts to men." 9 (In saying, "He ascended," what does it mean but that he had also descended into the lower parts of the earth? 10 He who descended is he who also ascended far above all the heavens, that he might fill all things.)
When Jesus rose from the dead on the third day, he said to Mary:
John 20:17 Jesus said to her, "Do not hold me, for I have not yet ascended to the Father; but go to my brethren and say to them, I am ascending to my Father and your Father, to my God and your God."