I think that the crossover which would make the most sense would be a Sailor Moon crossover with Spira, circa X-2.
Yuna, Rikku and Paine's dressphere changing already look like Sailor Moon transformations.

A Lara Croft crossover into X-2's Spira wouldn't seem too out of place either.
Just look at Yuna: she's an orphan who wears hot pants with combat boots, has two guns, has a braid in her hair and hunts for ancient relics in caves and ruins.
Remind you of anyone?

Basically, the light-hearted nature of X-2 makes it seem ripe for crossover to me.

Whilst we're doing crossovers, I'd be really interested to see who would win in a shooting contest between Yuna, Balthier and Sazh.