[susan53]

As always, you can't understand them without context.

1) simple past - talking about past events when, generally, the time reference is explicit.
Between 1980 and 1983 I took time off and travelled all round the world. I went to 200 different countries. The only one I missed - and I really regret it, was Mexico. I never travelled to Mexico and I would like to have seen it.


2) Present perfect - talking about past events when the exact time reference is indefinite - we know it happened before now, but not when.
A : I hear you've spent a lot of time in Mexico?
B: Who told you that? I've never travelled to Mexico.


3) Present simple - talking about "permanent " events - true in the past, present and potentially the future (eg I live in Italy - that was true yesterday, is true today and will be true tomorrow)
I work for a company that does a lot of business in central America, so I go there a lot. Panama, Nicaragua, Costa Rica,... They do a lot of work in Mexico too, but for some reason they never send me there. I never travel to Mexico.

My only other comment would be that the use of the verb go is more common than that of travel. So in these examples I'd prefer :
a) I never went to Mexico
b) I've never been to Mexico
c) I never go to Mexico.