The “special places” in Latin are exceptions to the coming, going, and staying rules you have been reading about. The list isn't very long:

• names of cities (e.g., Roma)

• names of towns (e.g., Pompē iī)

• names of small islands (e.g., Malta)

• the word domus, –ū s, f. when it means “home”

• the word humus, –ī, f. (the ground)

• the word rū s, rū ris, n. (the country, as in the countryside as opposed to the city)

On the whole, their exceptions to the rules aren't very exceptional.

• To go to them, no preposition is needed. Just put them in the accusative. (Romam — “to Rome”)

• To go from them, no preposition is needed. Just put them in the ablative. (Romā — “from Rome”)

• To simply be at them, no preposition is needed. You need to put them in the locative case… .