Is הולך ever used with אל instead of ל?
Yes, with the article "the" attached to the object. You can say "אני הולך לים"(ani holech layam) or "אני הולך אל הים" (ani holech el hayam).
Okay so in this instance אל is only used with the definite article, but ל can be used both with and without? ie. leyam and layam.
Sorry for the confusion, I meant that you can say אל without the definite article but it is less commonly used.