To go to town:

1 - (on somehting) To do something lavishly. When you do something that involves spending a large amount of money. (Tirar la casa por la ventana) My friend went to the best and more expensive hotel in New York, he really went to town
2 - To work so hard or do something in a hardcore manner. We have to finish this work for tomorrow, let's go to town. The girl went to town on the dancefloor
3 - A sexual meaning when you are so horny. I saw the breasts of Sarah and I went to town. To go to town (on myself): to masturbate