In my life, I've encountered three... 'comedic'... answers to this question. My dad used to say the first two: 'Off me rocker' or 'There and back, see how far it is'. I heard another yesterday: 'To hell and back if I don't change my ways'. Anyone know any others?
Ally_cat - "to see a man about a dog" means to go for a pee.
Indiesinger - your father might also have said "round the jinny 'orner" or "I'm going back to immazaz"
"To see a dog about a circus" (probably just a silly variation on AllyCat's answer, and "To hell in a handbasket", which I always particularly liked...