(Are you) going my way?
If you're going in the same general direction as me, can I accompany you in your car? A: "Going my way?" B: "Not unless you're going to the yarn store, buddy." Hey, I need a lift downtown—are you going my way?
(Are you) going my way?
If you are traveling in the direction of my destination, could I please go with you or can I have a ride in your car? Mary: Are you going my way? Sally: Sure. Get in. "Going my way?" said Tom as he saw Mary turn toward him.