Everything related to Final Fantasy VII falls under the title "Compilation of Final Fantasy VII"
Cell Phone Games:
Before Crisis: Final Fantasy VII
Dirge of Cerberus Lost Episode: Final Fantasy VII
PlayStation 2 Games:
Dirge of Cerberus: Final Fantasy VII
PSP Games:
Crisis Core: Final Fantasy VII
PlayStation Games:
Final Fantasy VII
Computer Games:
Final Fantasy VII
DVD:
Final Fantasy VII Advent Children
Original Video Animation:
Last Order: Final Fantasy VII (English Subtitled on collectors edition of Advent Children).
What is the true Order:
Before Crisis - Stars the Turks
Crisis Core
Last Order
Final Fantasy VII
Advent Children
Dirge of Cerberus (Lost Episode occurs during this)
Problems, in the US, Before Crisis and Dirge of Cerberus Lost Episode are not available yet on any Cell Phones.
Last Order is not dubbed, but only subtitled and it is slightly contradictory to events in Final Fantasy VII. Dirge of Cerberus is not a RPG, but instead is a shooter game. Crisis Core is not yet out in the US, but should be coming soon.
Final Fantasy VII has been rumored to be someday remade on the PS3, but nothing official has been done yet. If this happens, it may take in account some of the recent changes other media has added into the series.
Also, Cloud and company make Cameo appearances in Kingdom Hearts, Final Fantasy Tactics, and Ehrgeiz. Their appearances in these games do not directly interact with the Compilation.
So, out of what is availible, playing Final Fantasy VII or reading about the events in this game will help your understanding. Last Order may help as well, and playing Crisis Core on the PSP might be of some help, but it is possible to just watch Advent Children and enjoy it.