First, let's ask this - why do we have two words in English - "home" and "house"? English teachers love this question. ;) Speakers of some languages find it totally confusing, while speakers of other languages think it's perfectly natural - because they have the same distinction in their mother-tongues. And what do Hebrew-speakers think? Well...

The word for house is בַּיִת - probably it's one of the first words you've learnt in Hebrew. :) "In a house" would be "BE-BAYIT", whereas "in the house" - BA-BAYIT. The latter is the one you'd use if you want to say "at home."

For example:אֲנִי לֹא אוֹהֵב לִהְיוֹת בַּבַּיִת בְּסוֹפְשָׁבוּעַ, בּוֹאִי נֵצֵא לְאַנְשֶׁהוּ (I don't like being at home on weekends, let's go somewhere!)
אֶפְשָׁר לְדַבֵּר עִם דָּוִיד? הוּא לֹא בַּבַּיִת, לַמַּסּוֹר לוֹ מַשֶּׁהוּ? (Can I talk to David? He is not at home, is there anything I should tell him?)

This simple. :) Now, things start getting a bit more complicated when you want to say...

For this we need to revert to a form, which is more ancient that ל-! Probably because "home" is such a primary concept, it attracts the form that used to be most natural for Hebrew, but nowadays is used only in certain expressions. Once we used to designate direction not with ל-, but with the ה...ה construction. Today it's still commonly used for the most basic concepts, like "(go) home" - לָלֶכֶת) הַבַּיְתָה) , go outside - לָלֶכֶת הַחוּצָה.

*In English one can find something similar, - the ending "-wards". It's quite active in such word as "towards," less in "homewards" and plain impossible in such a combination as "kitchenwards" :D Same in Hebrew - it is standard to say הביתה, less you'd hear people say העירה, and if you say - אני הולך מטבחה - you would sound as if you walked straight out of the Bible. :)

More examples:
זֶהוּ, סִיַּמְנוּ, חוֹזְרִים הַבַּיְתָה! (That's is, we are done, going home!)
לָמָּה שֶׁלֹּא נִכָּנֵס הַבַּיְתָה בַּדֶּרֶךְ לַמַּכֹּלֶת? (Why not jump home on our way to the store?)
מָה, אַתֶּם כְּבָר הוֹלְכִים הַבַּיְתָה? הַלַּיְלָה עוֹד צָעִיר! (What, you are going home already? The night is still young!)