Your problem, basically, is the difference between "Be Going to + V" and the Present Continuous (Be + V+ing) with Future Meaning. But most of your examples are mixed up and confused so we need to clarify a few things.
Here are some expressions you need to learn first:
go golfing = X
go to golf = X
go to shopping = X
Now, better examples will be like these:
What's the difference between:
A. I'm going to go to Canada.
B. I'm going to Canada.
-- and --
A. I'm going to play tennis with Mark.
A. I'm playing tennis with Mark.
To answer your question, both "Be Going to + V" and "Be V+ing (Future Meaning) are used to talk about decided actions. This is why in spoken English, it's Ok to interchange them.
Grammatically, the difference is that "Be V+ing" is used to talk about an action that has already been decided AND arranged (prepared). So:
I'm going to go to Canada. = (I have already decided this)
I'm going to Canada. (=I have already decided this. AND I have already bought a ticket)
I'm going to play tennis with Mark. = (I want this)
I'm playing tennis with Mark. = (I already talked to him about this and we have already made a schedule)