The double “to”

completely normal.

it's crazy I tell ya!

You could always say something like "Home Depot is the store to which I go for screw buying."

Well the sentence actually needs a comma so it would be "Home Depot is the store I go to, to buy screws", which is short way of saying in order to buy screws.

"Go to" is redundant in this sentence. It should read, "Home Depot is where I buy screws." If you MUST include the word "go," which is understood and, therefore, redundant, then it should read, "Home Depot is where I go to screws." Although recasting the sentence to eliminate the redundancy is better.

"Home Depot is the store I go to buy screws at" sounds good to me

The clause "Home Depot is the store I go to" ends with a preposition, which is incorrect. The correct passive wording is, as Mark has found, "Home Depot is the store to which I go", or "I go to Home Depot", using active rather than passive voice.

Three examples of acceptable screw sentences:

"Home Depot is the store to which I go for the purpose of buying screws."

"I buy screws at Home Depot."

"Home Depot is the screw-selling store to which I go when I must purchase screws."

Inserting commas in an attempt to correct the mistake of ending a phrase with a preposition is improper. Substituting one preposition (e.g. 'at') for another in an attempt to correct a preposition placement mistake is also improper.

take out one of the "to"s

without changing any other part of the sentence the most correct form would be,
"Home Depot is the store to which I go to buy screws."

now.. what is the plural form of "to" as a noun?

i get screwed at home depot

Home depot is where I go to buy screws.

Sometimes you just have to rewrite a sentence in order to make it say what you want. So ignore the whole "to to" thing, which may work when talking but not when writing. Instead, use some of the suggenstions above. I prefer 'Home Depot is where I buy screws' or 'When I buy screws, I go to Home Depot' or something along these lines.

Lets all go screw screws at Home Depot...but seriously, try a comma? Then it pauses and gives you time to make sense on the sentence. "Home Depot is where I go to, to buy screws." Still makes sense and gets the meaning across.

What's wrong with "Home Depot is where I go to buy screws"?

Don't listen to the comma people. The sentence "Home Depot is where I go to" is already incorrect by itself. That "to" doesn't belong there. You can't use "to" without the object following it. As in, "I go to Home Depot". It's simpler to just get rid of it. Home Depot is where I go. Home Depot is where I go to get screws.

Edward, Jamaal, David, you have all hit on one of my pet peeves. You are all incorrect. Ending a sentence with a preposition is completely 100% grammatically correct. Every single grammar book in America (and the UK) says so. It may be considered a weaker form, but it is not ungrammatical. In modern English, "...the store to which I go..." is certainly correct (notice I did not say "more" correct), but is also considered somewhat stilted and overly formal, especially in spoken English.

When you see double prepositions, generally the first belongs to the phrase that precedes it and the second belongs to the phrase that follows it.

"This is something I want to invest in in the future."
"I plan to sit in on that class".
"Wind it up for me."

The original question was not how else could you say it, but is it correct. I agree with the previous posters who say that the first prep belongs to the first phrase and the second prep to the second phrase.
You go TO a place, so you go TO Home Depot TO buy screws. And YES it is OK to end a sentence with a prep.

Bob said: '"Home Depot is the store I go to buy screws at" sounds good to me'

I think that is fabulous, and, if nothing else, shows us how beautiful English is, and how diverse are the speakers of English that post in this forum. I have always been taught that a sentence in English cannot end with a preposition. Same goes for clauses. Technically speaking, I think "Home Depot is the store to which I go, to buy screws" sounds most correct, but I'd smack someone for talking like that because it sounds obnoxiously haughty, especially if you're talking about handiwork-related things like Home Depot and screws (his lordship telling Stevens, the butler, "please go to the tool shed, in which are located the nails and hammer, and fetch me the said items, as I should very much like to mend my fence").