How to write the date of an event that lasts a few days

To add a contending opinion, I find this perfectly fine:

The event will take place July 1-10, 2011

I would pronounce the relevant portion "July 1st through 10th" or "July 1st through the 10th."

I would prefer this:

The event will take place on July 1 to July 10, 2011.

The event will take place on July 1 through July 10, 2011.

The choice of the second preposition here is debatable, but I judge that both of them are correct.

However, your second example is also acceptable:

The event will take place from July 1 to July 10, 2011.

Here only to works as the second preposition. The first and third options that you gave sound very unnatural.