1 and 3 are acceptable but unnatural. We don't talk like that.
2 is OK, but the context is almost unimaginable. Who would be saying this? Normal conversation would say "Kids like to eat candy." Phrasing it this way makes it very stiff and formal, and an academic paper that used this type of language/style would be difficult to read and endure.
In both cases, it's more natural to leave "the" out. And typically when speaking of a religious service the "M" is capitalized.
If you said "...going to the church on Sundays" you'd be emphasizing that he was going to a location or building, but most people would just say "going to