There is one more thing I should mention for the OP and anyone else playing these games.
Shortly after each game released, Kotaro Uchikoshi picked a bunch of fan submitted questions about the games, and answered. Aksys translated these answers to English, in fact I vividly remember Akzelziys (Works for Aksys, GAF member) teasing them before they were published.
These questions range on a broad variety of topics from questions about what was implied, clarifications on what the game was implying, and more details we didn't know about the games.
These answers actually are canon though (but obviously not the cut stuff) and I highly recommend reading them for each game after you finish them.
They are filled with spoilers, but the 999 ones do not spoil VLR at all, so read the 999 ones after you get the true ending, and read the VLR ones after you finish VLR.
999 (click "Answers" at the bottom):
http://www.aksysgames.com/999/
VLR (SPOILERS, DO NOT CLICK IF YOU HAVEN'T FINISHED BOTH 999 AND VLR):
http://virtueslastreward.com/qahome/