If you speak UK English: "to the cinema" is normal. If you speak American English: "to the movies" is the normal phrase. "To the pictures" implies that your language is somewhere around the era of Steve Rogers (the 1940s) and is not common for a native speaker.

Hi Lawrence -- Let me add that in the US, the singular is more common: "Wanna go to a movie?" with "go to a" run together as if it was one word. -- Thomas Gault, PhD