"I prefer X than Y" does not work, and I actually would go so far as to say it is incorrect, but I can't think right now exactly how to explain why.

To make "than" work, you need to say "I prefer X more than Y."

"I prefer X to Y" is idiomatically, syntactically, and grammatically correct. It is definitely the primary construction.

However, "I prefer X over Y" is also possible.

There are subtle differences in meaning with each of these choices. The "X more than Y" or "X over Y" options place slightly less negativity on the second option and also include, perhaps, an indication that the choice itself is less of a binary choice to begin with, that is, less like "life and death" and more like "strawberry or vanilla." Though, to be sure, these are nuances that do not maintain in all instances.