It's correct. you can use へ (pronounced E) or え
どこ行きたいんですか?
どこにいきたいんですか?
From my visit to Japan the only difference I could come up with is "へ" is more formal than ni. But this could be wrong. It could also have something to do with masculinity and femininity behind words. Even here though, I'm completely out in the blue. But all in all there is no clear difference in meaning between the two.