There is no grammar mistake, but you should figure out which u wanna emphasize. It depends on the situation you faced.
If you have not shopping a couple of weeks or mouths, you wanna emphasize "must".. The sentence should be 我今天必须去购物. You wanna emphasize "must".
If you won't have any other time after today, you wanna emphasize"today"-----我必须今天去购物
So put 必须 before the the part you wanna emphasize. And also remember accentuating the emphasized part in speaking.