Lots of prepositions can be optionally added after to go [to some place]...
around (or more commonly, round) - the former is often in contexts where the route is circuitous/indirect ("I went around to my sister's house on the other side of the lake"). Note that when round is used, to is very often omitted ("On Fridays I go round my sister's for dinner").
across - places more emphasis on the terrain to be crossed. Perhaps because your sister's house is on the other side of town (or the street). Perhaps because you used a boat to get across the lake.
along - often implies "on foot", and/or a relatively short distance. May also imply an unplanned or trivial action, and/or a journey accompanied by or intending to meet up with other people.
over - similar to across and along.
down (or up) - often reflects either a literal height difference, or figurative (e.g. - up = towards a major population centre).
out - often implies leaving the building you started from and/or going outside.
by - implies your visit to the other location was brief, and/or was a diversion from your current route.
There are almost certainly other equally common alternatives that I can't think of offhand.