Final answer:
The correct transition to use is 'In addition,' as it shows the connection between going to the gas station and picking up groceries.
Step-by-step explanation:
The correct transition to use for the sentence is:
Today, I have to go to the gas station after I go to the bank. In addition, I need to pick up some groceries on the way.
The transition 'in addition' shows the connection between going to the gas station and picking up groceries, indicating that both tasks are being done consecutively.