My personal rule of thumb would be that if the school name includes an "of", use "the": The University of Minnesota, The College of St. Catherine, The Massachusetts Institute of Technology, etc.
(And when abbreviating one of these names, use "the" only if the "of" is present in the abbreviation: "I attend the University of California at San Diego" → "I attend UCSD"; but "I attend the University of Minnesota" → "I attend the U of M".)
But if the school name does not include an "of", and especially if its name consists of a proper noun prepended to a school type, do not use "the": Carleton College, South Dakota State University, Rensselaer Polytechnic Institute, etc.
(Naturally, as pointed out by Shaun in his answer, there will be exceptions.)
english.stackexchange.com/users/2490/Hellion
Not necessarily.
I have come across several colleges/universities/schools (some starting with proper nouns and some not),not preceded by "The".
Some examples below: Singapore(Asia): National University of Singapore Singapore Management University SIM Nanyang Technological Universityand
many more UK: King's College London (KCL) University of Strathclyde, Glasgow UK Courtauld Institute of Art Goldsmiths, University of London (GUL)
Heythrop College (HEY) Institute of Cancer Research (ICR) Institute of Education (IoE) India(Asia): All India Institute of Medical Sciences New Delhi, India Indian Institute of Technology and many more.
There are perhaps more examples across the world as well.
english.stackexchange.com/users/4142/Critical Skill 
Yes, when saying the school's full name.
However abbreviations exclude the "the."
He goes to
The University of Illinois He goes to U of I
He goes to Illinois
english.stackexchange.com/users/502/tankadillo
Short answer :
Yes.
Long answer :
I did a little research on this and the results actually surprised me.
Intuitively, I expected this to follow the same rule as most businesses: you would use the before the name of a university, such as The University of North Florida , except if the first word was the name of a person or geographic place.
However: The Johns Hopkins University is the accepted formal name for that university, even though it is named after a person.
The Florida State University , which I expected to be called Florida State University , is labeled with the definitive article before its name in the logo.
english.stackexchange.com/users/3918/Shaun
We used to get snotty memos saying that it was "The University of Cambridge" not "Cambridge University" whenever we published anything.
Don't think anybody ever cared - other than those employed in the snotty memo office.
english.stackexchange.com/users/6336/mgb
The use of "The" in front of schools and universities makes about as much logical sense in English as "the" does in the rest of the language...pretty much none at all.
You just have to memorize it.
For instance, most state universities in the USA don't use "The" in the title, but a few do.
For example, we have Oregon State University, Oklahoma State Univeristy, and The Ohio State Univeristy.
You could try Hellion's rule, and put "The" in there if there's also an "of", but doubtless there's an exception to that waiting to bite you too.
The safest thing is to just call it what everyone else calls it.
If you're unsure, hit its website.
english.stackexchange.com/users/9186/T.E.D.
Is  the  always used before the name of a school, college, or university?
Definite article before schools, colleges, and universities
english.stackexchange.com
<definite-articles>
english.stackexchange.com/questions/10020
english.stackexchange.com/users/None/
A potential rule of thumb for the use of the definite article before schools, colleges and universities is to use it if the name of the university contains the word "of", such as "The University of Minnesota". However, if this "of" is not present, you would not use "the", as in "South Dakota State University". In most circumstances, the safest thing to do is call it what everyone else calls it. Some suggest using the rule that where there is "of" in the University's name , use "the". However, there are many that don't use the article in their name for example Singapore National University. Many US Universities do not use it such as "Oregan State University". On the other hand, some suggest when mentioning the University's full name, the article should be used. Others feel its presence is totally illogical. The last suggestion is to call the University as others call it.
A potential rule of thumb for the use of the definite article before schools, colleges and universities is to use it if the name of the university contains the word "of", such as "The University of Minnesota". However, if this "of" is not present, you would not use "the", as in "South Dakota State University". In most circumstances, the safest thing to do is call it what everyone else calls it. Many universities have the full name The University of ____, and use the definite article. However, these are often shortened to ____ University, without the article, especially in informal speech. In the US, most state universities do not use the definite article, but there are some exceptions like The Florida State University and The Johns Hopkins University.
Not necessarily, there are several colleges/universities/schools (some starting with proper nouns and some not), not preceded by "The".   It is generally agreed that schools, colleges and universities will have a "the" at the beginning of their name, but there will be exceptions to this rule.
(And when abbreviating one of these names, use "the" only if the "of" is present in the abbreviation: "I attend the University of California at San Diego" → "I attend UCSD"; but "I attend the University of Minnesota" → "I attend the U of M".) For example, we have Oregon State University, Oklahoma State Univeristy, and The Ohio State Univeristy. I have come across several colleges/universities/schools (some starting with proper nouns and some not),not preceded by "The". The use of "The" in front of schools and universities makes about as much logical sense in English as "the" does in the rest of the language...pretty much none at all. Some examples below: Singapore(Asia): National University of Singapore Singapore Management University SIM Nanyang Technological Universityand The safest thing is to just call it what everyone else calls it.
My personal rule of thumb would be that if the school name includes an "of", use "the": The University of Minnesota, The College of St. Catherine, The Massachusetts Institute of Technology, etc.   Some don't use "The" in their titles. Yes, use "the" It has no logical reason to be used.  Lots of US Universities do not use it. Just call it as other people call it.
Many universities have the full name The University of ____, and use the definite article. However, these are often shortened to ____ University, without the article, especially in informal speech. In the US, most state universities do not use the definite article, but there are some exceptions like The Florida State University and The Johns Hopkins University.
It is generally agreed that there should be a "the" before the name of a school, college or university. Some institutions may not have a "the" at the beginning of their name.