As opposed to the Dr. in a Box? A lot depends on the nature of the injury. A twisted knee or a splinter and obviously they will try and steer you towards the clinic. Real injuries and they`ll do the hospital. At least around here.
I have seen employees, injured significantly enough, demand to go to the hospital and I`m all but 100% sure they have to comply. You may not get the ambulance ride but they will take you.