Yes, I have noticed that Magnum has been shot many times in the same shoulder. As you mentioned, during the pilot episode he flashed back to Vietnam and he had been shot in the left shoulder. The episodes from seasons 1-6 that I remember him being shot in the left shoulder are:
1. Don't Eat The Snow In Hawaii (shot by La Bulle);
2. Memories are Forever;
3. Forty Years From Sand Island;
4. Way of the Stalking Horse.
I've always wondered why, whenever Magnum was shot it was almost always in the left shoulder. I guess, the writers figured that if he was shot in the right shoulder, he would not be able to do many of the things that he normally does, like shoot at bad guys, etc. I guess the shoulder is a reasonably safe place to be shot compared to other parts of the body, e.g., head, chest, etc.
You are right, there are episodes where his scar is in different places. But, where are the other scars from where he had been shot. The only scar you normally see is the circular scar which I assume was from his wound in Vietnam. I have also noticed the scar on top of his left shoulder as well. I don't know if this scar is fake or real. It seems that sometimes you don't see the scar so I assume it is fake, but I do not really know.
The answer is obvious, old man. Logic is irrelevant. It's simply Tropical Madness. (J.Q. Higgins)