Just a caution -- it's perfectly reasonable to take a Japanese expression (watasi wa) and translate it to (as for me...) for the purposes of understanding the meaning. But don't go the other direction and use the gloss you created to create new expressions.
It sounds like you are trying to build up a master key between Japanese and English (ni = to, de = by, etc.)...trust me, there is no such mapping. Good example:
kissaten de hataraite imasu.
kissaten ni tsutomete imasu.
Both mean "I work at the cafe." Both are transitive. Why are they different? I don't know -- there might be a reason, there might not. But all you really need know is that hataraku uses de for the place where the action occurs, and tsutomeru uses ni.
Again, it's best to just accept it, remember it, and move on.
Great advice! Some people expend great amounts of time railing against how Japanese "should" work. Sometimes it doesn't, either for a particular reason, or simply because it is idiosyncratic that way.
So I guess the answer is "ni" is more common (I've learnt something new here too).
In JSL Dr. Jordan says something to the effect that he puts the emphasis on the verb, whereas ni puts the emphasis on the location.
Toukyou ni ikimasu. I'm going to Tokyo.
Toukyou he ikimasu. Tokyo is where I'm going.
I think this is a very subtle distinction. In most cases, either is possible. (I don't know why へ isn't used with kuru, but 何々へくる does sound pretty odd)
One other note from JSL: in elliptical phrases where the verb is eliminated, only he can be used:
Dochira he? (ikimasu ka)
X Dochira ni? (ikimasu ka)[/u]
With my class, words that I learn, or even with Jpod lessons, I still find myself confused by the system of particles that Japanese uses. I guess it's just because it's an abstract concept to an English-speaker. At any rate, I'll take your advice and accept things how they are! 