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"?
Answer
へ and に can both translate as "to" and are often interchangeable. The difference is that へ focuses on the process or course of going in a direction or to a place, while に focuses on the destination itself [1]. まで, being a particle that defines an upper bound, thus focuses on the distance traveled.
The function of ～の方（に／へ） depends on which particle follows. Followed by へ, it does indeed mean "in the direction of" as you previously learned. (東京の方へ行く。) Followed by に, it's harder to pin to a specific meaning, but it often means "in the general area of" or "on the side of" (the latter being when 方 is used to indicate one of multiple options rather than a simple direction of travel). (東京の方にある。)
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