@Setanta,
Quote:Your example, "I am going to the market," is a poor example. It could express what you are doing at the moment. Someone stops you as you are walking down the street to ask you what you are doing. You say: "I am going to the market." That is not something in the future, that is what you are doing right now. "Going to" to express futurity will always be followed by another verb: "I am going to be at the party." In that case, "going to" expresses futurity because it is followed by "to be at the party."
A good example of the blinkered thinking that illustrates the substantial risk in having inexperienced people advising ESLs/EFLs.
Youdruk's example is fine as an expression of futurity.
The present continuous is often used to express futurity. That's why it's called
present continuous/present progressive for the future.
A: What are you doing today, Alice?
B: I'm going to the market, I'm going to the office for a few minutes, I'm going to the florist, then I'm going to play tennis.
Even without the adverb 'today', with someone momentarily headed off to the market,
A: I'm going to the market. Do you want anything?
would be as common as,
A: I'm going to go to the market. Do you want anything?