Before I give the correct watch order, you have to understand how Fate/Stay Night is

constructed. Fate was a video game to start off and like most video games, there are
different endings to it. Like video games, Fate has 3 different routes or storylines that focus
on the main character Shirou and the main heroine of each of the respected routes. The
main heroine for the Fate route is Saber, Unlimited Blade Works is Rin, and Heavens Feel is
Sakura and each of these main heroine becomes Shirou’s love interest in their respective
routes. Each of these routes/storylines happen in the same time and place, but all three
have different storylines which makes each route individually special. Now that you
understand how Fate/Stay Night is constructed here is the correct order to watch order for
Fate/Stay Night.

Start off with Fate/Zero as it is the prequel to Fate/Stay Night.

Then watch Fate/Stay Night Unlimited Blade Works the TV anime that was released in 2014
by Ufotable. Don’t watch the Unlimited Blade Works anime movie.

After that watch the Fate/Stay Night Heavens Feel trilogy which are the three movies of the
last route of Fate Heavens Feel.

Now there is an anime for the first route which is the original Fate/Stay Night that was
released in 2006 but I and most people who watched Fate don’t recommend to watch it
because it is bad compared to the other Fate routes which is mainly due to the production
studio who produced the 2006 anime. Only watch that anime if you are a die hard Saber fan
like I am. DO NOT watch that 2006 anime FIRST because it spoils some of the other 2 routes.

Now that is the main story for Fate, but there are a lot of other Fate anime like
Fate/Apocrypha and Fate/Grand Order that I recommend as well. This is the correct watch
order and have fun watching my favorite anime of all time.
Fate/Stay Night 2006, Unlimited Blade Works 2015 (not the DEEN movie) and then your
choice of Zero or Heaven's Feel. Watching Zero first is detrimental to your enjoyment
because it assumes you know how things work in regards to lore and the world, which the
2006 anime goes into detail on, and it spoils most of the mystery the 2006 anime is built
upon, thus ruining the purpose of the Fate route and the 2006 anime. Not a lot of
exposition in Zero either, but it's probably necessary to watch Zero before the Heaven's Feel
trilogy as the Heaven's Feel movies have literally no exposition. It assumes you've read the
visual novel, but as Zero is a massive spoiler for Heaven's Feel in some regards, it might be
able to supplement the missing information the movies don't give you, however, it's actually
not necessary to watch Zero at all.

People will tell you to ignore the 2006 anime for idiotic reasons, but honestly, if you don't
watch it first, you'll likely never watch it due to the older animation (ufotable is just that
great) and lack of a need to. So absolutely watch it first. As a VN reader and fan, it earns my
approval (people use their VN reader status as a way to dismiss the anime).