In English, we use "in" when staying somewhere (living in Paris) and "to" when traveling (going to Paris). French simplifies this: the preposition you use depends entirely on the type of place (city, masculine country, feminine country), regardless of whether you are already there or on your way.
Feminine Countries (en)
In French, countries have genders. As a general rule, countries ending in the letter "-e" (like la France and l'Espagne) are feminine.
To say "in" or "to" a feminine country, use the preposition en.
Cities (à)
Unlike countries, cities generally do not take gendered articles like le or la. For any city, use the preposition à to express "in" or "to". Be sure to include the grave accent!
Masculine Countries (au)
Countries that do not end in "-e" are usually masculine (like le Japon, le Canada, and le Maroc).
To say "in" or "to" a masculine country, use au (a contraction of à + le).
Plural Countries (aux)
A few countries are plural, most notably les États-Unis (the United States). For plural countries, use the preposition aux (a contraction of à + les).
Note that the "x" in aux makes a "z" sound when it links to a following vowel, as it does in aux États-Unis.
Putting It All Together
When talking about multiple destinations, just remember to pair each with its matching preposition: à for cities, en for feminine countries, au for masculine countries, and aux for plural countries.