Defintions:
Let $X$ be a topological space.
1) A connected space $Y$ is a minimal connected ambient (m.c.a for short) space for $X$ if there exists an embedding $i:X\mapsto Y$, and for every connected space $Y'$ into which $X$ can be embedded, there exists an embedding $j:Y\mapsto Y'$.
2) A connected space $Y$ is a smallest connected ambient (s.c.a for short) space for $X$ if there exists an embedding $i:X\mapsto Y$, and for every connected space $Y'$ into which $X$ can be embedded, and for any embedding $j:X\mapsto Y'$ it holds that $|Y-i(X)|\leq |Y'-j(X)|$. (That is we added the least amount of points to $X$ to create $Y$).
Remarks:
1) If $X$ is connected then clearly $X$ itslef is both a minimal and smallest connected ambient space.
2) As noted by John, every topological space $X$ can be embedded into it's cone $CX$, which is connected.
This raises some quetions:
Assume $X$ is not connected.
1) Is it always possible to embedd $X$ in a smallest (s.c.a) connected ambient space?
Udate: The answer is yes. (According to the construction given by Kaj Hansen, which is the open extension). Since we assume $X$ is not connected, any connected space in which $X$ embedds must contain points that are not in the image of $X$. So it must contain at least one more point. Now this trivial lower bound is achieved by the wonderful construction of Hansen).
2) Is it always possible to embedd $X$ in a minimal (m.c.a) connected ambient space? I suspect the answer is nt, and that for most spaces $X$ an there will not be an m.c.a.
3) When the m.c.a (s.c.a) exists, are they unique? (=are they homeomorphic? or even hoemomorphic by a homeomorphism which takes the copy of $X$ in one of them into the copy in the other?)
4) If $Y$ is an m.c.a for $X$ is it also an s.c.a for it? (What about the other direction?)
5) What happens when we add additional structue? (in particular order structure).
Let $(X,<_X)$ be an ordered topological space.
Say $(Y,<_Y)$ is a minimal ordered connected ambient (m.o.c.a for short) space for $X$ if there exists an order-preserving embedding $i:(X,<_X)\mapsto (Y,<_Y)$, and for every ordered connected space $(Y',<_Y')$ into which $(X,<)$ can be embedded , there exists an (order-preserving) embedding $j:(Y,<_Y)\mapsto (Y',<_Y')$.
We define similarly (see def2 above) a smallest ordered connected ambient (s.o.c.a for short) space for $X$
Now we can ask: are there always s.o.c.a, m.o.c.a?
Example:
$\mathbb{Q}$ is totally disconnected. (In the order topology). However it can be embedded in $\mathbb{R}$ which is connected. (This is because the order topology in $\mathbb{Q}$ and the subspace topology on it inherited from $\mathbb{R}$ coincide).
$\mathbb{R}$ is both an m.o.c.a and an s.o.c.a for $\mathbb{Q}$. This follows from the fact that every ordered topological space which is connected must satisfy the completeness axiom about existence of suprema, and hence if it contains $(\mathbb{Q},<_\mathbb{Q})$ it must contain a copy of $(\mathbb{R},<_\mathbb{R})$.
Note that if we do not require the ambient space to be ordered, there is a smaller suitable ambient space (the open extension). In other words the s.c.a and s.o.c.a are differnt in this case.