These kind of super significant counterfactuals are pretty difficult. I think if the Nazis had captured Moscow it would have certainly changed the course of the war, but the USSR was incredibly adaptable, and by no means would they have given up. For one, the USSR was committed to no capitulation. The Nazi plans for slavs and Russia made it very clear, that, unlike in the case of France, surrender would mean many would die. Thus, people were not going to give up quite so easily. Also, Stalin's industrialization efforts were actually shaped around the idea of an invasion from the west. Most of the factories that fueled the war effort were safely tucked away in the Ural mountains. The USSR was completely capable of continuing the war without Moscow, and though it would have been a serious blow, it would not have been quite as crushing as seizing a capital city might seem. The one factor that really would have been complicated by Moscow falling would be a soviet counter offensive into Europe, but as far as defense goes, Moscow really was nothing more than a stepping stone.

The Nazis were overstretching their supply lines by fighting in three major theatres of war, so advancing into Russia, which no foreign power has successfully been able to conquer and tame, was just adding pressure to the puncturing wound. Russians were following scorched earth policy, much like what they did when they were invaded by Napoleons Grand Armee. Conquering Moscow would have made no particular difference.

Stalingrad was imperative for the Nazis. It was the more logical decision to choose to invade Stalingrad first before moving into Moscow. Controlling Stalingrad signified two important things: control of the Volga and halting the production of Soviet armaments.

The only way the Nazis could have won the war was by focusing their forces in the oil-rich fields of the Ukraine. It would have provided easier supply transportation routes from the Mediterranean, allow Germans to escape the frigid and unforgiving Russian winters, and effectively cut off any form of supply to the USSR.

Just letting you know, this question would be better suited to /r/HistoricalWhatIf :)