For the FFVII series its best to play them in the order they were released and not chronologically story-wise otherwise it ruins alot of the story. I haven't played it yet but I'd imagine that CC has ALOT of plot spoilers regarding the original game and DoC

. The storys before the film allows you to understand the film a bit better (as they are essentialy the 'link' between them) as it may be confusing. Plus the 'Maiden' one in particular explains the original games ending.
-FFVII
-Then find the short stories of 'The Maiden Who Travels the Planet', 'Case of Denzel', 'case of Tifa' and 'Case of Barret' before watching 'FFVII:Advent Children' which is the film.
-Dirge of Cerberus
-Crisis Core
'Before Crisis' and 'DoC:Lost Episode' are both mobile phone games not available outside Japan unfortunately.