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I'm thinking of going to Kobe next week.
Literal
Next-week Kobe [to-へ] go-volitional-[question-か]-[quotative-と] thinking.
The ~ようかと思う / 考える pattern marks tentative deliberation: 'I'm thinking maybe I'll...'. Here the deliberation verb is 考えている rather than 思っている — 考える tends toward 'think over / mull over,' whereas 思う leans more 'feel / believe.' Both work; 考える is slightly more deliberate. へ marks the direction of motion.