I agree with Josh's explanation, so this is just to add some extra notes. Remember that the meaning of a phrasal verb can easily change if the context changes, so in the example of "make for ___", if I don't see a destination, then it doesn't have a meaning of movement. "Go to" isn't a phrasal verb, and neither is "head for" (you can use "head" to mean "go" in some contexts, without any preposition). Be careful of this also. To me, "make for" usually implies some kind of strong motivation behind the action, even some urgency. "Let's [go to] a new club tonight!" is just a suggestion, so using "make for" would sound very strange. Why the urgency? However, if we compare "he went to the window" and "he made for the window", the first phrase makes me think the wanted to look out the window, and the second phrase makes me think he wanted to jump out.

"to make for" means: to go somewhere / to consist of something. For example: "We decided to turn around and make for the nearest restaurant instead." This means, "We decided to turn around and go to the nearest restaurant instead." "Teamwork makes for a great football team." This means "A great team consists of teamwork." "to head for" means: to go (directly) toward something/some place For example: "To find the party, just head for the noise." This means, "To find the party, just go toward the place where you hear a lot of noise." "go to" is synonomous with "make for" and "head for" as long as you are using it in the way that it means "to go somewhere"