When to use "to the ..." vs. "to ..."

I think that generally, if you use a proper noun, that takes the place of "the".

Let's go to Joe's bar.

vs

Let's go to the bar.

vs

Let's go to a bar.

If the name (proper noun) of the bar is "The 1020", use it in full

Let's go to The 1020

If the name is "1020" without "the", but you have a choice of several nearby bars you could say

Let's go to the 1020 bar.

If "1020" was the name of a hotel that had one bar you might use the above construction also.

Although there isn't really a hard fast rule, the article usage more than likely comes from proper noun usage versus general noun:

• I gave the gift to a/the boy
• I gave the gift to Michael

• Let's go to a/the bar
• Let's go to 1020

In your example, 1020 is (presumably) a proper noun, and does not require an article of address as it indicates a specific, singular entity. The second case, with "the", is adding a certain formality to the use; in all likelihood a colloquial, rather than functional, one. Verbally ironic examples might be akin to over formalizing something.

An example like "Let's go to McDonald's!" toys with the lack of a rule here, however. It might include 'a' or 'the' as it is not necessarily singular or specific, and any combination of usage would acceptable: "{ ~ | a | the } McDonald's."