Answer:
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)