THere are tons of ways.
The most beautiful is using rex' moveto plugin as Rabenmutter suggested. But, if you are like me and don't want to use 3rd party plugins out of fear that they are compatiable down the road.
Then bullet behavior is pretty cool and does a fantastic job.
Now scroll down list till you see move to mouse its past the 8 direction stuff and near the line of sight template.
Its great hey