Selected answer is correct, but if you do want to nitpick the difference, it's that へ places slightly more emphasis on the motion toward the destination / departing from the origin, whereas に places slightly more emphasis on arrival at the destination itself. It's a bit like the difference between a visual where you draw the arrows indicating going to Hokkaido from here like this:
here -----> . . . . . . . . . Hokkaido
versus like this:
here . . . . . . . . -------> Hokkaido
For へ and に, respectively. In complete sentences, this basically never makes any difference except in how a sentence feels.
However, by the very fact that に has multiple possible meanings here whereas へ only has one, へ is preferred as being clearer when context is low, such as incomplete sentences. For example, you could ask someone where they're going today by saying
but since this could also be short for
今日はどちらに[しますか]？ ("Which will you choose today?")
it is much more common to say
Also, a travel agency will frequently use 北海道へ！ as a standalone sales line, but not so often 北海道に！ since it is ambiguous and also has less of a feeling of movement.
Here's another business example where へ is preferred: http://imgur.com/a/RG29p (basically, "Come to us for rental property info in Okinawa")