The interconnectivity of CLAMP is a more recent thing, mostly to coincide with the multiverse in Tsubasa. Only Tsubasa Chronicles and xxxHolic are directly related, and the emphasis is only in the manga.

In anime form, CLAMPs series are generally stand alone (xxxHolic and Tsubasa Chronicles the obvious exclusion). Even then, the xxxHolic anime really doesn't share the same crossover elements.

Whatever you do, you'll gain more enjoyment by watching xxxHolic and Tsubasa Chronicles last. There are loads of references to past series in those two, particularly the latter, but if you haven't seen Card Captor Sakura, you'll probably miss most of the references anyway.