In general, NAIDE mean "to do without X-ing."
NAKUTE cannot replace NAIDE when talking about attendant circumstance:
朝ご飯を食べないで出かけた。I left without eating breakfast.
NAKUTE can replace NAIDE when talking about doing one thing instead of another, but it doesn't carry the weight of a something going against expectations, which NAIDE does:
ロンドンに行かないで、パリとローマに行きました。Instead of London, I went to Paris and Rome. (my plans/expectations were to go to London)
ロンドンに行かなくて、パリとローマに行きました。I went to Paris and Rome, but not London.
[NAIDE also identifies a cause. NAKUTE can be substituted relatively freely:
子供がちっとも勉強しないで困っています。My child won't study at all so I'm troubled.
子供がちっとも勉強しなくて困っています。My child won't study at all and I'm troubled (by it).