'Gonna', 'gotta' and 'wanna' are short forms of talking for the phrases 'going to', 'got to' and 'want to', respectively.
You will see them in quotes to imitate in writing the way people actually speak.
However, if you are just writing these words, without using them in quotes, they are grammatically wrong.
'Going to' is correct in written English, then, unless you are quoting.
Those of you who constantly write 'gonna' will just have to bear up under the extra effort and pain it takes to type the extra three letters. ;-)