God has spoken to us finally and definitively in the Person of His Son. Hebrews 1:1-2 makes this clear. That describes His speaking to all men without exception. It also describes His speaking to me as an individual. He could not have spoken in a clearer or more gracious way to His creature man.
I believe that He also speaks to us constantly and in many different ways using many means. As our brother George has so helpfully pointed out, the clearest and most powerful way is through His word, but this is what Heb. 1:1-2 means. No matter what we need guidance or help about, we find the answer in God's word if we are prepared to read it and believe it.
He also surely speaks to us in the circumstances of life and once again we can learn from this through prayer and reference to the Holy Scriptures. I would never dispute with anyone who claimed to have heard God speaking to them in a dream or even audibly, although I have never had such an experience. We cannot limit God, but we must beware of man's imagination.
My observation is that those who make such claims often seek to draw attention to themselves.
We are sometimes keenly aware of God's word coming to us in a very clear way when we are listening to the Gospel being preached or in a word of teaching ministry. The one speaking has no idea or knowledge of our circumstances, yet we know that God is speaking directly to us. I have experienced this many, many times.
May I draw your attention to Job 33:14? If we consider our own experience, how true this is. We hear other voices in the clamour of life around us, often causing us to miss the "still, small voice" that would bring us God's instruction and blessing.
Your brother in Christ,