I think the early ones are standalones but later on I think it got a lot more complicated. I haven't listened for ages but I think Companions switched between Doctors and there may be other links. If you've got a list I should go with that!
Cool. I will try to muddle through.

I actually find Big Finish a bit overwhelming now as there is so much stuff on the website though
*nods* Although it sort of reflects the world of Doctor Who very well - it's vast enough and complicated enough to fill up 2000+ years of Time Lord life...

I really ought to get my act together and try out their River Song series.
Ah yes. So many audios, so little time...