Is this a ok place to mention how crappy the Zilla movie was and how slightly better the animated tv show was to the film it was based off

Even then, the movies are usually they're own self contained little stories that don't really effect the main series in a huge way. Of course, some movies assume you know what's happening in the show before hand.

I think W is the only show where the movies are actually part of the core series and MUST be watched with the show.

The first Den-O movie is too, to an extent.

Don't watch Blade's movie, it's spoils a lot even if it is an alternative ending. Same goes for Faiz which is also an AU but a lot of the stuff that happens in show, happens in the movie, albeit in a different way but still loadsa spoilers.

Den-o is tied to the series, so it's best to watch them after the show. (or in the case of it's first movie during the show)

Most neo-heisei stuff is tied in to the show, and aside from the three series above you can watch the early heisei stuff with no problem at all with spoilers since like some have said they're mostly AUs.