whereas FF had new stories for each game, the games in the SF series are linked, either very loosely, or extremely closely. For example, SF2 was the Genesis sequal to SF. in his game, you learn that the inhabitants of Parmecia had ancestors from Rune…Rune is the main continent in the original SF. SF also had a robot character. a similar robot is found in SF2, and while the idea that the two are the same is debatable, it can’t be fully disproven either.
other sequals to SF were released on the Game Gear. these were set 20 years after the events in the original SF. it even has hereditary heirs. in the original SF on the Genesis, the King of Guardiana is slain. his daughter, Anri, is a playable character. in the Game Gear sequals, the Shining Force Gaiden series, Anri is now queen of the kingdom.
the Shining Force series can also be compared to Greek epics, such as The Odyssey of Homer, or the Roman epic by Virgil, ‘The Aeneid’. the main characters easily fill the roles of Odysseus and Aeneas, taking there armies on huge journeys, and leading them into great battles.
something that Bahumut_ZERO mentioned sums this up perfectly…FF is The Lord of the Rings, and Shining Force is the Greek and Roman epics.
more info (http://www.shiningforcecentral.com/)
Also, according to that site, Shining Force and Shining Force 2 are linked by Shining Force Final Conflict. It’s interesting to see a world so carefully crafted together that the characters interact with each other and spawn a world with many possibilities.
Having played Shining Force and Shining Force 2 (with the second being my first ever RPG) I might be biased by not having played the series in great detail, but I would consider buying a Saturn just to play Shining Force 3, like I considered buying a N64 just for Zelda.