Based on the prologues and epilogues Paul wrote in his letters, he had clearly previously visited the churches in Thessalonica (e.g. I Thes. 1:5), Corinth (e.g. II Cor. 13:1), Galatia (e.g. Gal 1:8), and Philippi (e.g. Phil 4:15).
According to Romans 1:13, Paul definitely had not previously visited the church in Rome. Paul also appears not to have previously visited Colossae according to 1:7 and 1:9, although the church was founded by a disciple of Paul's.
Ephesians is a much more difficult case. Even granting your assumption that it was written by Paul (which is a minority opinion among critical scholars), it's not clear that it was written to the church in Ephesus due to the text critical issues with Eph 1:1. At any rate, Ephesians has far less personal detail than Paul's other letters which makes it very difficult to determine whether the author had personally visited the recipients.
On balance, I think Paul had probably met Philemon, but it's not completely conclusive. The key verses in favor are 1, 19, and 22. Note that Philemon probably lived in the area Colossae based on the overlaps with Colossians, so if Paul didn't visit Colossae it's somewhat strange if he's met Philemon. It may be that he only knows Philemon second hand, or it may be that Philemon only lived near Colossae.
Paul certainly knew Timothy (who cosigns several of Paul's letters) and Titus (2 Cor. 7:6, Gal 2:1). (Indeed some scholars think Titus and Timothy are the same person.) So if you assume that 1-2 Timothy and Titus are authentic letters (contrary to the almost unanimous opinion of critical scholars), then certainly he knew the recipients.