There isn’t really a single, truly correct order to watch them in, but I will give my personal
opinion.
1. Fate/Zero (It’s a prequel, so it takes place first chronologically.)
2. Fate/stay night Unlimited Blade Works (It’s a direct sequel to Fate/Zero. Make sure you watch the Ufotable version.) 3. Fate/stay night Heaven’s Feel (The story starts out the same as Unlimited Blade Works, but the stories diverge into alternate routes. It’s important to watch Heaven’s Feel second because it skips a lot of the opening story because they assume you’ve already seen those bits in Unlimited Blade Works.) 4. Fate/stay night 2006 (It’s another alternate story route. I consider this optional. It’s a bad adaptation and a bad anime in general. You’re better off skipping this anime and reading the Fate route in the visual novel instead.) 5. Emiya-san Chi no Kyou no Gohan (A spin-off featuring the characters of the previously mentioned shows. It is disconnected from the main stories, but I recommend watching it after the others, since it contains some spoilers.) 6. Fate/Apocrypha (It’s a spin-off that is entirely disconnected from the other Fate stories. You can watch it anytime you like) 7. Fate/Extra Last Encore (This anime won’t make any sense unless you play the game Fate/Extra first. Fate/Extra is a good game, though. So I recommend playing it.) 8. Fate/Grand Order: First Order (This is the start of the anime adaptation of the Fate/Grand Order video game. I recommend waiting till the other anime adaptations are released before watching it, so you can watch them in the correct order.) 9. Fate/Grand Order: Shinsei Entaku Ryouiki Camelot (The second part of the Grand Order adaptation.) 10. Fate/Grand Order: Zettai Majuu Sensen Babylonia - Initium Iter (The third part of the Grand Order adaptation) 11. Fate/Grand Order: Zettai Majuu Sensen Babylonia (The fourth part of the Grand order adaptation) 12. Fate/Grand Order: Shuukyoku Tokuiten - Kani Jikan Shinden Solomon (The fifth part of the Grand Order adaptation. Unfortunately, not every chapter of Grand Order is getting an adaption, so if you want to see the full story, you must play the game. The anime is fairly easy to understand without all the chapters, though.) 13. Fate/kaleid liner Prisma☆Illya (It’s another spin-off anime. It has nothing to do with the other anime, so you can watch it anytime.)