Looking through the first few seasons.....forgot to mention that also appearing in several episodes of season two are Haley Atwell as Peggy Carter, Neal McDonough as Dum Dum Dugan, Kenneth Choi as Jim Morita, and Jamie Alexander again as Lady Sif.....the third season has things like William Sadler reprising his role from the MCU as President Ellis and Powers Boothe as Gideon Malick....the series stays in continity with the movies by Coulson mentions the Pym Industries disaster from the ANT-MAN movie, Coulson is seen with the blood smeared Captain America trading cards from the AVENGERS, The death of Peggy Carter is talked about, the events of CAPTAIN AMERICA CIVIL WAR are discussed....the last episode of season three ends with a time jump ahead of six months (which starts them on the road of leaving the movie continuity through the rest of the series.
I had forgot about the connections to the MCU in the third season.....so now I revise my opinion and say the first three seasons stay in canon with the movies. The final four seasons can be seen as an alternate dimensional timeline.