Well considering that Chibi-usa is still with the senshi during the first movie, while in the last episode of R she has gone back to the future, its safe to say that R takes place towards the end of the season. It might even be before Alan and Anne come in, since the senshi don't realize Fiori looks like them. But that could just be a mistake on the writer's parts.
As for S, I'm not sure, since its been a while since I've watched it. Since Sailor Moon still has her Super powers in the SuperS movie (my favorite) and she looses them at the beginning of Sailor Stars, chances are it takes place a little before the last episode. Probably before the episode where the Amazon quartet hijack the coming of age ceremony, as that's where most of the action kicks up in the season.
Hope that helps, and sorry I couldn't give you exact episode numbers. I doubt the movies are really a part of the storyline. I think of them as sort of "What if?" movies, since what's going on in the main storyline isn't mentioned at all in them.