By 1855, they had moved their church to a lot on Wesley Street, enlarged the building, and added a steeple. The house next door was used as the parsonage. However, they quickly outgrew this church building and in 1874, construction was begun for a new brick sanctuary located on Jackson and Madison Streets with materials from the old church being used to construct what would become the Male Academy. The cornerstone of the new church was laid on August 25th with much pomp and circumstance. A time capsule with articles of historic interest was placed deep within the cornerstone. Eleven years later, in 1885, the new church was completed and dedicated on June 28th. The sermon was given by Dr. Jesse Boring, presiding elder (district superintendent). Rev. A.M. Thigpen, who was pastor at the laying of the cornerstone, read the opening hymn, and the then-current pastor, Rev. W.W. Wadsworth, by whose efforts the church was completed, read the second hymn. The text for the sermon was II Chronicles 7:12-17. J.E. Dent presented the parsonage according to the ritual of the church.

In 1926, the cornerstone for the fourth, and current, sanctuary was laid on November 30th. Rev. Charles M. Lipham, architect and builder of the church (appointed here from 1925-1930), led the singing and prayed. Garland M. Jones, chairman of the building committee, introduced Bishop Warren A. Chandler, who preached the dedicatory sermon. The building project was completed in 1927. The magnificent church was built by Rev. Lipham, who as a sideline to his preaching and pastoral duties, drew plans for great church houses and superintended their construction. At the turn of the millennium, the parking lot was rebuilt and a beautiful Parish Hall, architecturally similar to the main building, was erected. The protective Plexiglas coverings for the sanctuary windows were installed in the 1980's.  The stained glass windows of the sanctuary portray the life of Christ and highlight some of the most signficant episodes of His ministry. They are presented chronologically, with the Annunciation ending with the Ascension.