That being said, they don't connect. With the exception of the Craig run, you can view each individual Bond movie as its own movie. But I agree with anon: Connery sets the bar. Even his really mediocre movies are awesome (aka You Only Live Twice).

Also, don't overlook Dalton-Bond. I find that he's got a lot of traits of current Craig-Bond, but he's kind of the black sheep of the franchise.