Thanks a lot to all of you or Thanks a lot all of you
Thanks a lot to all of you for coming to visit me or Thanks a alot all of you for coming to visit me.
Is to necessary before all of you or is it not necessary?

Question

Answer

Thanks a lot to all of you for coming to visit me.
Thanks a lot, all of you, for coming to visit me.

I would use commas in the second sentence because (all of you) is a parenthetical element that can be removed without altering the essential meaning of the sentence.
I think both sentences are fine, when written correctly.

Answer

thanks a lot all of you for coming to visit.
"to" is not necessary.