Here we go!....We, a group of us, are leaving someplace or starting something. I would say that to the group I'm with. Here we come! We are arriving at a place. I would say that to the people waiting for us, who are not a part of the group. If I were riding a roller coaster with my friends, I would say "Here we go!" just as the roller coaster cars began to leave the platform. You're talking to the people in your group. If we were leaving from Texas on vacation in the car , I might say "California, here we come!" I'm speaking to California, which is not a part of our group. Or perhaps, your fellow travelers have all gotten on the tour bus and are waiting for you and your wife. You say, "Wait. Here we come. Don't leave without us." You're talking to the people that aren't in your group.

here we come is more like you showed up , or you arrived here we go is more used like you will begin to do something or to leave . well, it is more about the text i think