Well, there appear to be some people from Sel (The planet Elantris takes place on) that show up in the first interlude (They're the ones who are looking for Hoid. The viewpoint is from the fisherman guy).
Aside from that, Brandon's told us that the books are all related, and we believe Shadesmar to be a large part of what relates them (for one thing, we think it's how Hoid planet-hops).
There's probably a few other things, but I really can't think right now.... sleep.....
Just had an interesting thought; Honorspren bond with people to make them surgebinders, (or windrunners if you prefer). Another type of spren (Soulspren? Truthspren perhaps?) bonds with a person allowing them to soulcast.
Now, there is a fabrial that allows you to soulcast without being bonded to a spren, so could there also be a fabrial that allows you to surgebind (or windrun, if you prefer) without being bonded to an honorspren? Perhaps this is related to the glowing glyphs on the Radiants armour, and their brightly glowing shardblades?
I like this thought. A lot. I don't think the glyphs and shardblades glowing had much to do with fabrials. If you recall, they stopped glowing the instant the Radiants took them off. No one mentioned any sort of fabrials on the Radiants, and all of the fabrials we've seen so far have been fairly large and noticable. I'd personally say the glow is more likely to just be something the Radiants knew that made them more powerful.
I really like the idea of the fabrials that allow people to access other abilities of other orders of the Knights Radiant, though. I think it makes perfect sense, and it brings up lots of intriguing possibilities.
Also, whoever made the point about Vorinism pushing to excel at virtues in order to facilitate Spren bonding, I think that's also a fascinating idea. No real way to back it up, but it makes a lot of sense.
I laughed the first time I heard someone mention that Codex Alera was based off of Pokemon. But only because I realized that it totally was. It's just very well done.