To get the turbo nozzle in you need approximately 25 shine sprites. You will then chase shadow Mario across Delfino Plaza. After you have squirted him with enough water, he will drop the turbo nozzles and leave. To get the rocket nozzle you need approximately 30 shine sprites. Use the same method as before, and you will have all three nozzles at your disposal while in Delfino Plaza.
(Note: these instructions only work in Delfino Plaza. There are some worlds you can enter and get these nozzles)
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Rocket Nozzle
you have to use the rocket pack.duhh!(if you unlocked it of course!)
Jump on a red box with a weird symbol on on it and take nozzle that comes out. You have obtained the rocket nozzle.
It depends on how many shines you get. when you have enough shines shadow Mario will appear holding a rocket nozzle, turbo nozzle, or a Yoshi egg
No there is only Super Mario Sunshine.