I want to say that I work in an office. I researched both terms. Shitsu is a room, but I assumed that sho is used more for location. Which term is more appropriate to use?
～室 is for a room, and ～所 is for a facility which usually has more than one room.
If "office" refers to a certain room in an organization, use 事務室. If "office" refers to an entire building, floor or organization, use 事務所.
EDIT: The same is true for the translation of "laboratory"; you have to correctly choose between 研究室 and 研究所.