Based on the level of respect or formality, you can say "I want to go to __." in Korean in 3 ways:

• Informal: __-ro gago sipeo. (__로 가고싶어.) __-ro gago sipeoyo. (__로 가고싶어요.)
• Formal: __-ro gago sipsseumnida. (__로 가고 싶습니다.)