We prove the tightness of a natural approximation scheme for an analog of the Liouville quantum gravity metric on $\mathbb R^d$ for arbitrary $d\geq 2$. More precisely, let $\{h_n\}_{n\geq 1}$ be a suitable sequence of Gaussian random functions which approximates a log-correlated Gaussian field on $\mathbb R^d$. Consider the family of random metrics on $\mathbb R^d$ obtained by weighting the lengths of paths by $e^{ξh_n}$, where $ξ> 0$ is a parameter. We prove that if $ξ$ belongs to the subcritical phase (which is defined by the condition that the distance exponent $Q(ξ)$ is greater than $\sqrt{2d}$), then after appropriate re-scaling, these metrics are tight and that every subsequential limit is a metric on $\mathbb R^d$ which induces the Euclidean topology. We include a substantial list of open problems.