The only correct order truly without an inch of doubt is to read the Fate stay night visual

novel (VN) first, followed by fate stay night 2006, unlimited blade works series (2015),
heaven’s feel movies and then fate zero (2012). This is for the following reasons:

1. The VN was the original piece that got ‘imperfectly’ adapted into anime
2. The best route in the story (IMO) - the fate route - received the worst
adaptation. You can only experience the fate route in anime form in the
2006 Fate stay night series which most people will tell you to skip. However
skipping the series also isn’t recommended cause it introduces you to the
FSN world and skipping it means not understanding many references in the
later anime (and also skipping the best route duh) And watching it means
watching a series that will spoil FSN : unlimited blade works and FSN:
Heaven’s feel movies. This is because FSN 2006 also incorporates parts of
the other two routes into it. FSN 2006 also misrepresents the main
character.
3. As of now the fate stay night series is not fully adapted (2019). If you aren’t
the type to patiently wait till 2020 you should read the VN anyway.
4. If you think reading the VN will be boring or lengthy, let me tell you that it
is worth it, and the anime, even the good ones can’t give you the same
experience or the level of characterization and detail in the VN.
Alternatively you can just read the fate route of the VN and then watch the anime in the
order i mentioned but exclude fate stay night 2006.  This the best route for hardcore ‘only
anime’ people.

Some people have started watching the series with fate : zero. Chronologically, Fate : zero is
before fate stay night. However, Fate stay night VN itself was written first and the Fate : zero
light novel was written afterwards assuming you have read fate stay night. Events in fate:
zero will spoil events in all three paths of fate stay night and thus it is recommended to
watch fate zero in the end.