The movies have no affect on the show other than some characters from the second movie making an appearance in the anime, but not in the manga, so you could probably just watch them at any point in the series. The first movie can be watched after season 2 as that's when it originally came out. The second movie should be watched around season 3, probably before the Band of Seven story arc. Movie 3 takes place around season 5 and the last movie is after the last episode of the original series. This timeline was based solely on when the movies actually came out in theaters corresponding to what was airing on tv at the time.