Personally, I would use the two phrases exactly the same.

"go over" the report would be to summarize it. "Go through" the report would mean analyzing it sequentially, from start to finish. However, these two phrases can be interchangeable and might mean the same thing to some people

In this situation they are very close in meaning. Go 'through' suggests a fuller, more thorough process : you would 'go through' the report carefully, point by point. Go 'over' suggests something slightly more superficial. There isn't a great deal of difference, though.

They are very similar in meaning, and can be used in basically the same way. The only difference that I can think of is that "I want to go over my report with you later" can suggest that you are reviewing it again (this isn't the first time they have looked at the report). It isn't always used that way, but it is a possible meaning. "I want to go through my report" just means you want to look at the report with them, and doesn't say anything about if you have already reviewed it.