The first place he went to was to his bed.
My point is, is the second "to" superfluous in the sentence?
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They are all correct: this is all a matter of flavor of the language, what you're trying to emphasise and what you're trying to imply. This is going to be heavily influenced by the context and the general pace of the text leading up to it.
Yes, in fact, @MaulikV is right in the comments, none of the "to"s are actually required.
All good sentences: