Well it has been confirmed (through an Ultimania guide I think?) that FF X and FF VII are directly connected, in that the people of Spira left that world and journeyed through space to VII's world. Also, Final Fantasy XII, Revenant Wings, Final Fantasy Tactics, and Vagrant Story are all chronologically connected - in that order - in the world of Ivalice.
Anything else is speculation until someone says something about it. I personally imagine that they will try to connect all of them in one way or another, especially with all of these re-releases happening.
The Ivalice series timeline goes like this:
FFXII --> FFXII:RW --> FFTA2 --> FFT --> VS --> FFTA --> FFTA2
FFTA2 is supposed to be in there twice.
FFTA takes place in "modern" Ivalice in the beginning. The stuff after that is apparently not "real" or something (I haven't played much of the FFTA games so I'm not too certain on everything). FFTA2 is similar, except they actually end up in a "real" moment in Ivalice history.
I never heard of that. Though Shinra in FFX-2 does make an interesting observation when he was examining the farplane, but that is supposedly not canon.
The writer of both FF7 and FF10 said that was the case in the Ultimania that chrono eric was talking about. There's a few minor connections that can be made. I haven't looked into it much but apparently the airship from FF7:DoC resembles the ones from FFX and FFX-2 (one of the people aboard the ship even says that it's from "ancient civilization").
