MalcolmMasher: Heh, I guess I did forget to make a note of Swords. You are correct that World of Xeen refers only to 4&5; while you can use one party for both of these games and travel freely between them, there's nothing of the sort between either or both of them and Swords of Xeen. However, in terms of game mechanics, Swords of Xeen is identical to Darkside. Indeed, I believe it's technically a Darkside mod.

At any rate, Swords of Xeen was released (as a bonus in an anthology CD) after MM5 and before MM6, and plotwise it is a direct sequel to World of Xeen, so it would be played right after you finish 4&5.