The FF games aren't related to each other (save for a few exceptions, like X and X-2), so you can play whichever you want first. Games with titles are usually side games, like Crisis Core and Dirge of Cerberus. (the former taking place before FFVII, and the latter after)
Can't say much about Zelda since I've only played one game.
Can't say much about Zelda since I've only played one game.