I'm just wondering, if you call 911, does the ambulance have to take you to the nearest hospital?

Depends: If extremely ill/injured, goes to closest hospital / trauma center. If specialty insurance (kaiser), tries to take to their facility if stable. Jurisdictions set rules on where/how far will transport patient so can get ambulance back in service, but w/in reason, most allow choice of hospital. Hospitals can go on ambulance diversion if their er overcrowded & unsafe to get more patients.