•  destination + に (= まで、へ) = to, toward, into, onto, as far as
シカゴに行きます。I go to Chicago.
 
• location +  に + predicate of existence =  at, on, in
時計は机の上にあります。The watch is on the desk.
 
• time +  に + predicate of activity =  at, on, in
七時に来てください。Please come at 7 o'clock.

• にfocuses on a point of time of place, or the result of action.  へ focuses on the direction and process of an action.  Go to e (へ)
ねこはあっちへ行きました。    The cat went over there.
ねこはあっちに行きました。    The cat went over there.

※にcan replace most of the へ, but the reverse is not true so long as に has a wider range of meanings.
 

• Strictly speaking, へ emphasizes the action of going, whereas に emphasizes arrival.
妹への手紙　a letter to my sister
ねこはここにいます。The cat is over there.

※Here, へ and に cannot be switched.
 

• まで focuses on the extent (up to, as far as).  Go to made (まで)
東京駅までの切符を買ってください。Please buy a ticket to Tokyo Station.