Sorry if that is a poor way to phase the question. I am under the impression that before cars, people that attended the local church and were Baptist/Methodist/etc more by proximity than choice. Is this accurate?
Would you consider the Roger Williams case (1636, leading to the founding of Providence, Rhode Island) an exception to the rule?
During the Second Great Awakening, Christianity went through a sort of diversification. During this time, there was a enormous surge in evangelical sects, including the Mormons, a bunch of different Baptists and Methodists, and countless others. This was also the rise of the black churches. These itinerant preachers covered amazing amounts of ground every year, holding camp meetings wherever they stopped and basically outpacing the more traditional congregationalists at every turn. If you're looking for a good book about this, I would recommend Nathan O. Hatch's The Democratization of American Christianity.
No, not entirely. Americans have a long history of voting with their feet, as it were, starting with a number of colonies that moved to Northam to be able to have church their way. This tended to single-church communities like Puritan Massachusetts. Roger Williams did not like the Massachusetts theocracy, and so moved out to found the pluralistic colony of Rhode Island. When the Puritans were executing Baptists, Williams offered them a safe haven. When other colonies would not permit a shipload of Jews to land, in some cases not even to take on water, RI sent them an invitation to join the colony as residents. (Any child's history of the colony, let alone wikipedia.) Which is to say that people moved to where their religion could be practiced, rather than converting to what was where they landed.
Later, travel remained fluid. Many people simply stayed in the church they were raised with, having no theological misgivings. To be frank, there often isn't a lot of difference between Protestant sects, to the ordinary farmers in the pew. One good reason, though, to head for the frontier was to find a more congenial town. This included mass migrations by whole sects like the LDS.
But you also need to remember that unless you are way out on the frontier, or in very sparse country, there was usually more than one church to attend. Trotting horses developed in the East to give swifter road travel on Sundays. (Speed,The Horse in America) People could go to the church of their choice, even in the next town over, but would often move to the area of their church. Or they would wait for the church of their choice to come by as a circuit riding preacher, especially important to Catholic families.