@Greg, "Story linked to Final Fantasy XIII"? Really?
If anything, there are references and certain minor things based on Final Fantasy XI, the previous MMO by Square Enix. No two games in the Roman numeral sequence are related in story or anything. They may have moogles, cactaurs, chocobos and recurring monster names, but that's about it.
X-2 was the ONLY direct sequel of the series. Crisis Core on PSP was a prequel to FFVII, however not exactly expected to be played to understand the general history of FFVII.
XIII has two spinn-off games. Versus XIII (PS3) and Agito XIII (PSP), which do not involve FFXIII's plot. They may have similar Eidolons, l'Cie and fal'Cie lore, but that's about it.
I hope that from this post alone, the internet will finally stop being close-minded about the roman numeral sequence and bitching about the games "going on forever".
More on topic though, I'll definitely be picking up Final Fantasy XIV in Australia! I played FFXI for about five years (as much as I could tolerate anyway).. I do hope Squeenix has learnt from FFXI's mistakes.