"Ir de compras" was confusing me quite a bit until I realized that "compras" in this context is not a conjugated form of the verb of "comprar" but rather the plural of the noun "compra." http://www.spanishdict.com/translate/compra
Thought I'd leave a note of that here for anyone else struggling to understand the grammar behind what otherwise looks to be mismatched verbs (queremos, ir, compras).
"Wanna" is a bad spelling of the word phrase "want to."
"Wanna" is not slang, it is just how some English speakers pronounce the phrase. "want to."
In fact, most Americans fail to pronounce words the way they are spelled. Yet they should, and usually do, know how to spell these correctly.
See if you can recognize these words by the way they are pronounced.
"Pahk ovah theyah; that's wayah tha pahty is!"