Well, basically ذاهب in term of form is not a verb, it's a subject form which means "the one who is going". In term of meaning it indicates to the future (I will go). However, أذهب is a present continuous form (I'm going now), and can also be a present simple (I go). As for لـ, the verb أذهب it's transitive, so there must be a preposition, and basically the correct one here is إلى not لـ, so it should be أنا ذاهب/أذهب إلى الجامعة, yet we sometimes don't follow this rule so we say أذهب للجامعة. If one says: ذاهب/أذهب لـ it would basically mean: to go for/ in order to...they can be now interchangeable but origionally the suitable one is إلى.