When I discovered DT back in 04, before Octavarium came out, the idea was still fresh at the time, having only been used twice between SFAM and SDOIT, and again between SDOIT and TOT (though that was was probably less obvious unless you heard the albums back to back - you'd think it was just some chord fading in for effect). When Octavarium came out, it was REALLY awesome to hear how they used that VERY FAINT final low-F from the end of "In The Name Of God" to open "The Root Of All Evil".
What's the MOST brilliant thing about 8VM looping back in on itself is that "Octavarium" has 5 parts and then it loops back into TROAE, which has the 6th and 7th movements of the Twelve Step Suite, so even the movement numbers loop back in order (5 at the end of the album into 6 at the start).
I am glad they did end it with 8VM, though, and I know MP said he wanted it to be closed so that they wouldn't have any loose ends going into SC, and they could start fresh without having to find some way to connect it to the previous album, and the way it starts off, I can't imagine them having used any bits of the end of 8VM to open SC with without re-treading what they had already done with the other connections.
It was a great way to encapsulate that period of DT, as a way to signal the introduction of Jordan Rudess into the band, and it creates a very unique four-album-run that is very popular with a lot of fans (both SFAM and SDOIT still rank very high last I recall, and TOT and 8VM do pretty well, at least to me).
-Marc.