"Should" is used to "indicate obligation, duty, or correctness". Examples: "I should have gone to the store, we don't have any milk for dinner." "I'm thirsty, I should drink some water." "Would" is a word used to indicate an action in the conditional tense, for example: "If I were you, I would go to the store." Here you say "would go" because it is referring to a hypothetical situation, or something in the "conditional tense". Would is also sometimes used when speaking about something in the past imperfect tense. A common example would be, "I tried to talk to him, but he would not listen to me."