From a grammatical standpoint, I can't really offer you any advice, but at the
end of a party using informal speech, it sounds more natural to say: I've got to
go (or I've "gotta" go). Personally, I would never say "I must go" but rather
"I've got to go"
As for "I must be going" to me, it sounds incorrect. I think we would say
"I must get going" (at least in AmE). Also, "I must go now" seems fine.