Generally, e.g. "He told me a lie" has less emotional force than "He lied to me".
"To tell lies" can also be used for the habit, where "to lie" might be ambiguous. Cf.
1. Don't tell me lies.
2. Don't lie to me.
#2 might relate to a single lie or several lies; but #1 relates only to several.
"To tell lies" is also useful where you want to qualify the lies in some way, as in the well known children's poem that begins:
"Matilda told such dreadful lies,
It made one gasp and stretch one's eyes..."
"To lie dreadfully" would not have quite the same meaning.
All the best,