What to expect from me. (I thnk it's ok here, move if need be)

[BG-57]

Well, they do look very much alike, but then again, Ultima and Omega Weapon always share the same colour scheme and look, and VIII's Ultima Weapon carrying as sword that looks like Cloud's Ultima Weapon could just be a cameo just like XII's Gilgamesh carrying Tidus', Squall's, Odin's and Cloud's swords. Although these are fakes.

That's what I was thinking. They are esentially palette swapped versions from the same model. FFVIII overused palette swapping, especially with Bahamut and Tiamat; the latter is usually portrayed as a mutli-headed dragon.

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.

You put it better than I could.

One world for all the games is impossible, at minimum there are at least three: Spira, Gaia, and Ivalice. Even that is stretching it. Interestingly enough, the proof that Ivalice and Gaia are separate worlds comes from FFT: Cloud's little appearance is explained as traveling through space, not time.