Most movies are set in the continuity of the first anime. I'd watch Europe Daikessen after the end of the Kids' Dream Arc. You can watch the others at the end of the series since they're all set in the Boys' Fight Arc (when they're in middle school).
After that, you can watch Shin Captain Tsubasa, which closes the 3 arcs of the first manga.
Captain Tsubasa J is 1994 abridged remake of the first arc until episode 33, in which instead of adapting the middle school arc, they went to the Battle of World Youth manga, adapting until the match between Japan vs Uzbekistan. The series got canceled and there's no actual ending for this version.
Captain Tsubasa (2002) is another abridged remake of the first arc (Kids' Dream), a slightly different version of the OVA series/3rd part of the manga) and finally some elements from the Road to 2002 manga. Yeah, it is a crazy quilt but it works somehow. It's just not as good as the others since this version was made to promote the 2002 World Cup which was held by Korea and Japan. On the other hand, the soundtrack is superb and even Adidas sponsored the show, so some elements (like Genzo/Benji's Adidas cap) were kept.
After that, we have Captain Tsubasa (2018), the most faithful adaptation until now, made by the same studio who's adapting JoJo's Bizarre Adventure since 2011. The animation is great, and they're making it 1:1 with the manga, the only differences being that the story is set on the present day, so there are elements like smartphones, tablets and other gadgets that change some not so important plots devices (like Tsubasa's father keeping in contact with his family instead of sending letters not so often to Tsubasa and his mother).
My experience with the show was watching Captain Tsubasa J dubbed in Portuguese back when I was a kid and I have some fond memories of it. Six years late they brought the 2002 series, which took me a while to notice it was a different version.
As an adult, I started watching both 2018 and the original anime at the same time, while reading the original manga often just for comparison. It is a great experience for longtime fans and I'd recommend EVERYBODY to watch the original anime and the new one.
While the new is 1:1 with the manga, the original show had its own pace, and nothing added to it felt like filler material. Matches felt more like real games instead of a traditional battle shonen, and more time was spent developing characters. This is a flaw in the other versions, where everybody seems to talk about football 24/7. The animation of the original show isn't perfect BUT it never disappoints.
So, wrapping up, my recommendation order is:
Captain Tsubasa (1983) / Captain Tsubasa (2018)
- Watch them at the same time, it's a good experience, seriously
- After the end of the national tournament (before the three-year time skip), you can watch the first 4 movies if you want
Shin Captain Tsubasa
- the third and final arc of the original manga (not counting the sequels)
- as of September 2018, I'm not sure if they'll adapt this arc on the 2018 anime
Captain Tsubasa J: only if you want to see a 90's take on the show or are nostalgic about this version
Captain Tsubasa 2002: the same from the above, but I'd keep away from this version because it feels really bland in comparison with every other version. Watch all its opening and endings on YouTube, though. The OST is also really good, especially track 34 of the first CD.
I put this as an option because it's really not for everybody. Takahashi's art feels outdated on the first arc and he can't get the proportions right even on more recent chapters. Also, the way Jump re-released the volumes (blending chapters from the same matches) makes the reading tiresome, with some chapters being 90 pages long (!)
On the other hand, it's the only way to see Tsubasa's evolution until adulthood since most anime adaptations never get to the point where he starts to play professionally. English translations are scarce, good luck finding them with acceptable quality.