John,
Most people probably go to Purgatory first, but some can go directly to Heaven if they are so detached from sin and worldly things that they have no need to be cleansed and purified.
Any time you sin, you require purification from the effects of that sin. You can be purified through suffering on Earth, or in Purgatory for that purification you never underwent on Earth.
You cannot go to Purgatory and then to Hell — because all of those in Purgatory are in God's friendship and are destined for Heaven.
Eric
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