dI am thinking about going to ...
is Present Progressive. You are thinking now.
I have been thinking about going to ...
is Present Perfect Progressive. You have recently or just stopped thinking. There is a connection with now. You started the activity in the past, but it has a result now. Hi Snowcake, let me just add that in this case we are interested just in an activity, it does not matter whether it finished or not. The result does not matter either here.;-)
Regards,
Snowcake
2006I am thinking about going to ...
is Present Progressive. You are thinking now. Yes, you are still thinking now, but you may have started thinking about that weeks or months ago. So it can have exactly the same meaning as "have been thinking".
I have been thinking about going to ...
is Present Perfect Progressive. You have recently or just stopped thinking. No, you are still thinking. If you stopped thinking, you should say 'I had been thinking'. Regards,
Snowcake