Formal:
* J'aimerais aller... (This is the most common and polite way to say it.)
Informal:
* J'ai envie d'aller... (This translates to "I feel like going...")
* Je voudrais aller... (This is slightly less formal than "J'aimerais aller...")
Example:
* J'aimerais aller au cinéma ce soir. (I would like to go to the cinema tonight.)
* J'ai envie d'aller à la plage demain. (I feel like going to the beach tomorrow.)
* Je voudrais aller manger un morceau. (I would like to go eat something.)
Remember to use the appropriate tense depending on the situation. For example, you would use the future tense if you are talking about going somewhere in the future: J'aimerais aller en France l'année prochaine. (I would like to go to France next year.)