"There's a path before me… the only way home. And on either side, mortal enemies bent on destroying each other. If I attempt to pass through them… I'll be destroyed as well. But if I turn around… that would end all hope of ever getting home."
In 2373, it became clear to the crew of USS Voyager that they were entering the heart of the Borg's territory. There was no way around it, but the ship was able to pass through by leveraging their insight into Species 8472 to forge an alliance with the Borg, lasting just long enough to ensure safe passage. (VOY: "Scorpion", "Scorpion, Part II") Shortly thereafter, another leap of 9,500 light year leap truly brought Voyager safely beyond Borg space. (VOY: "The Gift")
However, after crossing Borg space Voyager nonetheless encountered the Borg significantly more often than the few minor encounters before entering it.
It seems likely that the unicomplex was located within Borg space, although this was not explicitly stated. On the other hand, major Borg infrastructure like the Transwarp hub seen in "Endgame" appears to be outside Borg space, or at least the area that was crossed in "Scorpion".