我想去电影 is not correct. You can either say: 我想去看电影- I want to go see a movie. or 我想去电影院-I want to go to the movies.
我愿意去电影 means "I am willing to go to the movies."
as for "要下雨了" and "会下雨了". Remove 了 and you're good to go. 会下雨 means "[it] will rain" and so does "要下雨." 了 shouldn't be used here, its normally used in a situation where a change is implied i.e. 下雨了-it's raining [now].(it started to rain) 要 doesn't mean the action will happen soon, it's actually the opposite. It means an action will happen later on[not right now]
compare the following situations:
*you and your friend run into each other on the street*
’你去哪里啊?-where are off to?
我去上班- I'm going to work.
Now take a look at this scenario:
暑假快到了,你有什么打算? (summer vacation's almost here, do you have any plans?)
我要去纽约度假- (I'm going on vacation to New York.)
去多久?= (for how long?)
一个星期=(for one week)
Here, 要 means "to be going to" and shows the action is not happening now, but later on. 会 means an action will happen in the future, but isn't necessarily definite
compare these scenarios:
下午可能会下雪- it might snow during the afternoon.[this might possibly happen].
我要送给他一个好吃的生日蛋糕。-I'm going to give him a delicious birthday cake. [this will definitely happen].
会 can mean something will happen in the future, but isn't necessarily definite, which is why it can be used with 可能(probably) while 要 can't, because it implies the future event will happen.Compare these: 我想去中国- i want to go to China.[but I don't have any money] 我要去中国- I'm going to China [this is definite]