Yes, das is correct here.
The gender and number (plural/singular) is determined by the word to which the relative pronoun relates. The case is determined by the way the relative pronoun is used in the sentence.
In your example das is in the 4. case (accusative) because it answers “In welches Kaffee sind wir samstags immer gegangen?”.
If we used Bar the sentence would have to be like
Ich möchte wieder in der Bar einen Kaffee trinken, in die wir samstags immer gegangen sind.
because Bar is feminin.
If the relative clause made use of the relative pronoun as subject, it had to be in the 1. case of course. E.g.
Ich möchte wieder in dem Gasthaus einen Kaffee trinken, das so bequeme Sessel hat.
It makes no difference whether you use welcher/welche/welches or die/der/das as relative pronoun. welcher/welche/welches is probably regarded as more refined language but modern style guides recommend to prefer die/der/das.