[Suzu]

Depends on the movie, really. The older Heisei Movies up to Kabuto tell stories that are alternative plotlines mostly, while from Kiva to Wizard (minus Decade, but Decade was a mess itself xD), the movies were at least set inside the storyline somewhere, even though not all of them fit the canon perfectly. The W and Den-O movies are the ones that are tied closest to the story.
The team-ups are usually set after the series in the first part and early in the series that makes up the second part, so those contain lots of spoilers.