I agree with youandcorey, you don't need to use "to" in this sentence. I don't think that "where" is really useful either, though.
Certainly, if we use 'where' - a relative
adverb - 'to' is incorrect/redundant.
Another option would be
...place that I've never been (to) before: 'to' is entirely optional here, since 'that' can serve either as pronoun or adverb.
However, since relative 'that' can itself be omitted (here, as in many other cases), we could simply end up with
place I've never been before - very informal, but natural.