Can you hear any difference in the words Bóg, Bug and buk?
No, phonetically they're the same.
Catsoldier, there are pairs of voiced/voiceless consonants:
b - p
d - t
g - k
w - f
z - s
ź - ś
dź - ć
ż - sz
dż - cz
Try to say God
(English) and kot
(Polish). Put your hand on your throat and feel the difference. Your vocal cords vibrate when you pronounce the voiced consonants.
Now try to whisper the two above words - they sound the same. Is because when whispering, you're not able to voice the consonants so the voiced ones change into their de-voiced counterparts.
You may practice it with single syllables, like: do - to, go - ko, wo- fo wtc. (Polish pronounciation).
Now, when a voiced consonants is at the final position in a Polish word, it becomes devoiced - so you pronounce lód
and so on.
But when the word is inflected, the consonant often loses its final position and finds itself surrounded by voiced sounds, usually vowels:lód - loda
mózg - mózgu
and then it remains voiced.
In your example with jeż, it's de-voiced in the Nominative and voiced in other cases (jeże, jeża, jeżom, jeżowi etc).
It's not really complicated, just a little practice should do the trick.