In this case, there's not much of a difference in meaning. However, this doesn't mean they are always interchangeable.
"Was going to" indicates that plans had been made to do something; "Wanted to" does not necessarily mean that.
For example, you could say, "I wanted to go to John's beach house this weekend, but he didn't invite me." It would sound a little awkward to say, "I was going to go...." since it is not the speaker's place to make plans about someone else's house.