Yes, both of them are grammatically correct. They may have different implications in different contexts. 在北京你要买什么？我要买两个梨。This sentence may mean what I want to buy are pears not apples or roast ducks. 你要在哪儿买梨？我要在北京买。In this case, it implies I want to buy in Beijing not in Shanghai or some other places. If you want to express, I'm going to buy two pears in Beijing, you may also say 我要去北京买两个梨.

都是正确的 语言顺序不同，句子中强调的侧重点不同。

Both of them are correct. The first one emphasizes the action;the second one emphasizes where to take the action.