I fall into BG-57's camp in that SE never leaves clever subtle hints. Most of the time its really obvious. From Squall and Laguna being related to the obnoxious not so subtle hints X-2 has that connects X to the VII world. I don't feel FF games are really created to leave mystery. Even VII's cliffhanger ending is spoiled by its epilogue that strongly suggested everyone survived.

There are certain philosophical lessons one can gleam from the series that are carefully placed in the background; but I don't think SE goes out of its way to hide secrets like R=U or the FF worlds all being interconnected. Especially since several clues people find to make their theories correct always seem to be looking too much into an artistic showboating sequence or are obviously taking information out of context to support their bias.

Just looking back on most of the plots in the series, the games have always been made to be stand alone titles; so most plot elements are always tied up and those that are not tend to have little significance. Its because of this consistency in the series that I find it highly unlikely that SE writes in ambiguous secrets that only die hard fans will discover. It just all reminds me of the episode in American Dad where the father is searching for the lost treasure in his basement.

Granted its fun to debate some theories and come up with them.