I recently learned that you can use a verb stem or its i-stem to get its noun. Before that I learned you can nominalize a verb with base form + こと. I looked at different sites to understand the difference and now also learned about base form + の. Unfortunately nothing I have read so far helped me to grasp the difference, if there is any. So I thought, I may ask here with near-identical example sentences:
映画を見に行きたい。
映画を見ることに行きたい。
映画を見るのに行きたい。
First question would be if all these sentences are even correct and if so, what are the differences and which one does sound more natural.