tru dat... FFVII (Meteorfall) should be played first, it leaves a lot open for debate and discussion, but some of the answers are in CC:FFVII so play that one next... if you're brave enough and love the story of FFVII then play Dirge of Cerberus inbetween the two, but of course first watch Last Order & Advent Children and if possible read "The Way to a Smile" which precludes AC... so, the last one you should play is CC...
basicly what i just did there was list all the episodes out in order of release...