Are the genes for transcriptional factors close to their targets in the genome?
Is the gene coding for the transcriptional factor always present next
  to (or close to) the transcription unit?


Not necessarily. You can find several counter-examples. Even for prokaryotes this is not necessarily true. The genes regulated by a common factor are called regulons and though the target genes need not be proximal to the regulator, it has been observed for E. coli and B. subtilis that operons within a regulon are clustered in the genome (Zhang et al, 2012). In the same study, the authors note that small regulons have the regulator proximal to them (See the figure below).