Quote Originally Posted by Medved View Post
Мне нужно = I need
Мне надо = I need (mild variant)
Мне следует = I should
Я вынужден = I have to (I'm forced to)
Я должен = I must
Я пойду = I shall (ought to)
I think you could also add to the list Мне стоит -- which can be understood as a rather weak "should". Similar to "It would probably make sense for me (to do XYZ)". So мне стоит means "I should" in the sense of "it would be the logical thing to do," not in the sense of "it is totally mandatory."

Of course, the more literal meaning of стоит is "it costs" or "it is worth".