For my published comics, no -- they were going to be more stand-alone comics, and they really are. But the connections I do are more or less "inside jokes" I like to make. Sometimes, the connections and inside jokes I make have more sense when you read my QnA's and my comics. But I do plan to give these characters cameos in my future works.
My horror series is also a "no". Admittedly, these nine stories were really supposed to all be stand-alone series. But, as I thought it over, I realized that it was easier for me to connect these nine stories around one main narrative event. It would be easier on me story-telling wise, and it would leave room for me to not explain every single piece of these stories.
Mainly, when it comes to my horror series, the shared universe plays a large part. But for the above comics, the shared universe is more or less for inside jokes and little Easter eggs.