With the recent images of the weapon and Materia stat upgrade system, I can't see everything, i.e like your Buster Sword, being wiped back to zero upon finishing this installment, so there is a chance that we will be taking parts of our progress with us into the next parts. Which would make things like any special Materia or weapons gained from any inbetween-installment events or DLC, possible to take into the latter games.
If that's the case, they will need to be even more careful with their planning and making adjustments for all of these. It's exciting if they can manage it all correctly and make these events something that aren't just shoe-horned in, as I know I'll be living in Midgar for a long time after finishing the game. I'm hoping a New Game + will have a huge array of options and new content too.