IN

Use 'in' with static (non-movement) verbs and cities, countries, states, etc.:

stay in the USA

work in New York

AT

Use 'at' with static (non-movement) verbs and places:

at the cinema

at work

at home

TO

Use 'to' with verbs of movement such as go, come, drive, etc.:

go to work

drive to California

IMPORTANT NOTES

The use of ' ' (nothing)

With verbs of movement and the noun 'home' and 'downtown'.

He went home / downtown. - they drove home / downtown.

With the verb 'visit' - She visited France last summer.