Mostly I have heard... I go to "Lee" University. I go to the university of Tennessee. It is not commonly said that "I study at Loyola Marimount University". It is correct but not commonly said. I have lived near major universities and attended them for years. Even if you are standing beside the campus you will still use the name most of the time. If I am standing beside Virginia Tech in Blacksburg VA I will still say "I go to 'Tech'." It may be a nickname used or the full name but usually you will not say that you go to 'the' university. It can be said and is correct but usually it is not 'attend' or 'study at'. It is said as "go to". It is also not 'the' but the name or nickname. I hope this helps. Mat

I think the first one is correct and commonly used. We learners of English mostly say this sentence when someone ask us what we do. I am using this sentence too when I answer someone's question about my occupation. Today, a new friend asked me "Where do you study?" I answered him "I am studying at university, I am an English Language student." The article "THE" won't change the meaning here and it is not necessary to use it. Hoping I have helped you. Entisar.

I would say that here in England, if someone were to ask you what you do, you would answer 'I 'm studying at university'' or as Mat has told you ''I go to university'' or I 'm at university. I would go for ''I ''m studying at university'' but Mat''s option are good, it all depends on the person or where you are from.