Fate is really solid if you like urban fantasy, just know that with many things regarding visual novel adaptations the anime cuts out a lot of stuff which does change context.

As for watch order: start with stay night (Unlimited Blade Works, then Heavens Feel) and only after should you watch zero as it is written in a way that it expects you to have stay night as context. After zero it's largely just a pick what you want to watch although it's recommended you also watch Deens Fate route adaptation as it covers some stuff of the route you might want to have.

If you want the universe has a couple other stories that are loosely related and also worth a shot, these are Mahoutsukai no Yoru (Witch on the Holy Night), Kara no Kyoukai (The Garden of Sinners), and Tsukihime, all of them have or are getting some sort of anime adaptation which are worth watching (except tsukihime's which should be actively avoided unless you read the entire VN and have copious amounts of alcohol). You can really watch these in any order (even before fate) as they are only loosely related but fate is definitely the most popular of them all.

If you have any further questions feel free to ask me and I'll try my best to explain.