I own Grandia II and I dabbled in one...

They don't seem to be connected in any important way, and I know that III is stand-alone enough.

My problem with Grandia is the story is always horrible but the battle system is simply awesome. The battle system I wish Final Fantasy would have thought of...sigh.

The characters were pretty stereotypical in II, and people were always hopping in and out of my party, yeesh.

Although I will say the power of development was strong. Stereotypes maybe but they grew on me like a fuzzy pink moss.

Maybe III is different, but I was just impressed enough with II to give III a look but not quite impressed enough to get really excited either.