If you refer to the place by its name, then I think you can drop the article. e.g. "I went to Burger King"; saying "I went to the Burger King" would be fine on

If you refer to the place by its name, then I think you can drop the article. e.g. "I went to Burger King"; saying "I went to the Burger King" would be fine on its own but a bit odd if you're not going to add further clarifying information suggested by your use of "the", such as "... on main street (as opposed to the one on 5th)". Similarly, "I went to Overlake Medical Center (the nearest hospital)".