I was just wondering, at the start of the game when Yuffie and Vincent are in Midgar and meteor's in the sky, is that where they are whilst the rest of the characters are in the highwind in the end movie of FFVII? It confuised me a little because Yuffie and Vincent were in the northern cave as well but weren't shown in the end movie. Any opinions?

Actually this is happening right after they fight Hojo in FFVII. We know Yuffie and Vincent really were at the crater fighting Sephiroth because Advent Children shows them there.

The only reason they aren't in FFVII's ending is because they are optional, and if someone didn't get them and hadn't heard abou them the ending would be very confusing.

I always considered the scene at the beginning to be after the meteor was stopped by the lifestream. Yuffie and Vincent could not have possibly made it all the way to Midgar after fighting Sephiroth and before the end movie while Cid's airship was still there. The only explanation is that after meteor was stopped, Yuffie and Vincent came to help the injured people and whatnot. You see at the beginning these soldiers taking the injured away.