'I am going to' implies a stronger intention and suggests that the action will be completed right away. In French, this 'I am going to' tense is called the 'near future'. 'I will' simply means that the action will eventually take place, sometime. You would most likely say, 'I'm going to buy a car today,' but 'I will buy a car next year.'
But, granted, Taka, there are many instances where the two are interchangeable. By stressing the word 'will', and by using an immediate-sounding adverb, such as 'right now', you can imply immediacy.