Marfitalu: He says it well this Mister Micawber:

"Many authorities consider that must indicates an internal decision of the speaker, while have to indicates the presumption of an outward authority, but in practice these often overlap so extensively that either will serve."

He says they're often interchangable, but do have different uses.

In your first sentence I might use either one.
In the second I would normally say the I have to buy the bread, since it really doesn't have to happen usually. Again though, you could say must buy a loaf. Both make sense.

I'm trying hard to think up an example where one of them would be definitively wrong. Maybe someone else can. I speak my own version of American English and am not school taught in the fine points of a lot of grammar.