I’m myself a learner of Swedish, but since it may take a while before a Swede answers your question, I will answer it the best I can.
I understand your use of “should” to mean “ought to”. In Swedish “ought to” can be translated with “bör/borde”. (At böra, jag bör, jag borde, jag har bort)
I ought to/should go to the dentist=Jag bör/borde gå till tandläkaren.
If you want to say “I must/have to” you can use “måste”.
I have to/I must go to the dentist=Jag måste gå till tandläkaren.
In his comment on this answer DonHolgo has provided some links (in Swedish) related to the use of “bör” vs "borde”. “Borde” is the past tense of “böra”, but can also be used in the present tense. There is a slight difference in meaning, but it’s not so easy to explain. I will let someone else explain it.
I hope that helps a little.