Actually if (X,T) is compact and T'≤T then (X,T') is also compact; same for connectedness--if you cannot find a disconnection in T, and T'≤ T, you will not find one in T'-- but you can make no conclusions the other way around. Even the collection of sequences/nets that converge change when the topology changes; the fewer the open sets , the easier it is to eventually be in all the open sets (just like a larger collection of open sets allows you to find more covers that may not have finite subcovers). Maybe someone here can explain in more detail why one would choose, e.g., the strong operator topology over weaker topologies, and other reasons for preferring a smaller(larger) topology over a larger(smaller). Then you also have the issue of the initial and final topologies, (largest and smallest respectively, that make a collection of maps continuous), and why one would want to choose one over the other, or some in-between choice.
Maybe a trivial example of how a topology shapes the conenctedness properties of the space is that, in the extreme case of the indiscrete topology (X,∅) , X is not just connected, but strongly-connected ( no elements can be separated by open sets), but (x, Indiscrete) is totally disconnected ( I mean, totally!) , i.e., for any two points x,y , there is a disconnection AUB with x in A and y in B; just take A={x} and B=X-{x} ; disjoint open sets whose union is X . It would be nice to see how other levels of connectedness would change with the topology; all I can think is that simple-connectedness assumes connectedness, so that when connectedness disappears, so does simple-connectedness (tho in a totally-disconnected space, curves are just single points, since continuous images of the unit interval I muse be connected.). It would be nice to see an example of a space that changes its fundamental group when the topology changes; I will try to come up with one myself.