What is the difference between خَالِدٌ ذَهَبَ إلَى الْمُسْتَشْفَى and ذَهَبَ خَالِدٌ إلَى الْمُسْتَشْفَى ?Feel free to just provide example sentences.

As other answers mentioned, the difference is what you want to emphasize/stress.

For example, if someone asks you:
مَنْ ذَهَبَ إلى المستشفى,
you answer:
خالدٌ ذهب (إلى المستشفى)
if you want to put the stress on خالد.

Another example:

- أَخَالِدٌ ذَهَبَ إلى المستشفى أم أحمدُ؟
- خالدٌ ذهب

If you want to use a neutral sentence that doesn't stress anything, you can just use ذهب خالد, for example:

- ماذا يَحْدُثُ؟
- ذهب خالدٌ إلى المستشفى

Sometimes there is not much difference. In other cases, the difference is much clearer. Regardless, your sentence will always be grammatically correct.