For Rio, check out the "apart-hotels"...they are full service condo buildings where you can rent apartments. We stayed in a 2 bedroom, 2 bath apartment with full kitchen, washer/dryer and a wrap around terrace for less than a hotel room. The building had a small gym, big pool, buffet breakfast daily and was a block from Ipanema beach, right behind the Ipanema Country Club.
If you google "rio de janeiro apart-hotel" or "rio de janeiro residence service" you will get a bunch of listings.