I'm going to the cinema.
She drives to work.
They are coming to my party.
We walk to the shops.
The exceptions are when somebody goes to his or her home.
I'm going home (but I'm going to John's home).
They are driving home now.
Also when we use the verb to reach there is no prepostition.
We finally reached home at midnight.
What time did you reach Buffalo?
Another exception is the verb to arrive.
We say arrive in a town or country.
I arrived in New York last night.
What time did you arrive in Italy?
We say arrive at a building.
He arrived at the airport too late.
They arrived at work just in time.
Note that when someone arrives at his/ her home, as with go, there is no preposition.
He arrived home late.
I arrive home late on Mondays.