"try and" versus "try to"

Sanity Check Needed, Please!
Which is grammatically correct:

I'm going to try and bake a cake.
I'm going to try to bake a cake.

I have heard a wide variety of people use try and (some verb), but that sounds grammatically and logically incorrect.

(Note: This is my first posting on this forum, and I don't know if I am posting this correctly to the English Grammar forum. I did not see any intuitive way to do this. I did add the forums to my profile.)