Yeah, pretty much all the same, although I'd say A and B sound like facts, C sounds like a prediction and D sounds like it's set in stone, everything arranged, etc.
I'd just also head TO sounds like your going directly to that destination while head FOR sounds like it's your final destination but you might stop off at a few places en route or take a more circuitous route.
Edit: "A" sounds like something definitely decided too I'd say, whereas B is a little weaker, although it depends on how you say them aswell, your intonation, and just your preferred phrases too.