It's not so much that I look for connections, most of them just pop out if you've read enough King to recognize where a connection comes into play. The fact that the story arc of The Dark Tower takes place on several different planes of existence gives one reason to ponder whether all of his stories take place on different planes connected to the Tower, I'm not saying that it is a certainty, just that it is justifiable to think such a thing. As you read and re-read more King, I'm sure you'll begin to notice these possible connections, it's just part of the fun, lol.