When talking about the general idea of being incarcerated, we say “to prison” (not “to the prison”). Inmates go to prison or are in prison, while visitors, workers, etc. go to the prison or go to a prison.
When attending a church service, omit the determiner ("the", "a", etc.) before “church”. If you need to mention a particular place or building (used for Christian worship), add a determiner in front of the noun “church”.