The only ones that are truly connected are Infinite Ladders and Infinite Ladder - War Of Gods in that order. But you don't need to read IF to understand IF:WoG. All that does is give you more insight into the story.
@Sabruness - Oh, I was trying to denote that you will find Yuri in it. And then one of the main female characters will be falling in love with another. So, there that? If you still think it's a problem, I'll remove it.
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