again, context is all important. I consider "What am I going to do?" and "What should I do?" as essentially the same, depending on the context. Suppose your dog ate your homework, you might say "what am I going to do now" or "Mom, what should I do now?" or if your Russian "Что мне делать." As far as собираться делать, it has to deal with planning or intending to do something: Как я собираюсь делать видеоуроки по Твиттеру (how I plan to make video lessons about Twitter.)