Is it possible to define a content type, a custom column, a list instance and associate the contenttype to the list using xml, all within the same feature or do they need to be seperated into seperate features?
All the best
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You should always use appropriate feature scoping. In your scenario you would need:
This is the best way and the best practice to achieve your goal. If they are related then you should add a FeatureActivationDependency as well.
It should work fine in a signle feature also.