Agree with Nick. It's definitely best to try to create as much consistency as possible. The sandboxes will hold your datasets and each connection can combine datasets from a sandbox. But multiple data views can be based on the same connection, if desired.
When setting up your data view components there are some best practices that can make things more consistent and easier.
I discuss some in the first week of Tuesday Tech Tips for CJA. Other weeks might be valuable as well.