It is absolutely correct and normal usage to use:
- going to come
- going to go
Here are a few example sentences:
- Are you going to come late again?
- The water's not going to come this way.
- I'm going to go as soon as Mary comes.
- We're going to go by train. (We're gonna go by train.)
Yes, sometimes the present continuous may be used instead, but not necessarily and certainly not always as it could change the sense.
More about going to