It is common to ask the difference between just "へ" (-e) and "に" (-ni) but it seems to get even more complicated when you also mix in "まで" (made) and even "の方" (no-hō).
When Japanese people ask me where I'm going they always ask "どこまで" (doko made)?" rather than "どこへ" (doko e) or "どこに" (doko ni) that I expected.
I know "まで" (made) can mean "until" but when I ask the difference with "に" (ni) and "へ" (e) I'm told "へ" (e) means "to" and "に" (ni) means "in the direction of" but if this is the case then how do they differ from "の方" (no-ho) which I already learned previously meant "in the direction of"?