It's recommended as last because the Fate/Zero light novel released after the original visual novel and watching/reading the prequel first spoils certain stuff that you learn in Fate/stay night visual novel (majorly the Heaven's Feel route). It's better to experience the Fate/stay night (all routes) first since it is the core of all the Fate franchise. For me, that's a better experience. Ultimately, it's the op's choice how he'll watch it. I just gave my opinion. Besides the OP might read the visual novel first anyway, seeing his reply to my comment. The visual novel is better than the anime anyway in terms of characterization and explanation but that's understandable since you can't really hear/read the MC's thoughts like in the vn.
Oh, yes, I believe it's this one. Go to nyaa . si site and search Fate stay night ultimate edition. Download the one that says Fate/stay night [Réalta Nua] Ultimate Edition - All Patches (0.9.1).
It has H-scenes automatically turned on but you can turn them off by going into patch on top menu and on the censor pick censor H content. I read it uncensored. xD The h-scenes are more hilarious to me haha. They're notoriously bad.
I'm quite familiar with the series since it's my favourite so I'll recommend you what I recommended my friend. For the main series the order goes:
If you're unable to watch the 3rd movie of Heaven's Feel anywhere then you can just watch the first two and go right at Fate/Zero and watch the 3rd when you're able to.
You can also watch the Lord El-Melloi II's Case Files series but that's up to you. I personally love it.
There's also Studio Deen's Fate/stay night (2006) adaptation but you can entirely skip that since it jumbles all the visual novel routes into one route with 1st route from the VN being the dominant one. 1st route hasn't been properly adapted yet so that anime is as good as you'll get if you want to see the 1st route from the VN unless you read the visual novel itself. It's quite outdated now. Who knows? ufotable might readapt the 1st route too. It had good OST though.
As for the other series, they are completely optional and can be watched in any order.
For Fate/Grand Order it's better to just play the mobile game and read the story through there or even watch and read it online through Youtube videos since the adaptations are all random and incoherent. They adapt chapters based on popularity so they're mostly meant to show gratitude to game players. I found one such list on Youtube of all the chapters from the game released so far in the English version. The videos are quite long since the story chapters are quite long and they get longer with each chapter. It's like one big visual novel. I still haven't finished the latest one on my phone yet too. :D And that's everything I've seen. I hope that's helpful.
That red-hair chick from Shield Hero. Then there's Shinji from Fate series. I also disliked his grandpa. There's probably more that annoyed me but I really can't remember at the moment. I also found Zenitsu pretty annoying too. He's way too loud. I don't like overly loud characters that cry all the time. He did have a few badass scenes though. Too bad he has to be asleep to pull it off. I bet he'll get some development I'm guessing. That reminds me of that ProZD's video "trying to convince your friend a character gets better later". Haha, you should watch it on Youtube. It's pretty spot on. xD
I'd say you should but I might be biased since Fate franchise is my fav. I'd watch Fate/stay night: Unlimited Blade Works first, then all three Heaven's Feel movies and then Fate/Zero for last. I believe this is the best order for anime only. If you don't mind reading VNs, Fate/stay night visual novel is the best starter but it is quite lengthy. Best route order for the VN is Fate (Saber route) >Unlimited Blade Works (Rin route) >Heaven's Feel (Sakura route).
My favourite scene was with Takt and Destiny laying down the flowers for the musician. That was such a sweet scene and "I want to hear the timbre of the orchestra again" scene. T-T How they smile at each other in agreement to carry on fighting... It was so precious but sad too because they're slowly killing themselves by fighting.
Also I feel like something's bad is going to happen to Charlotte.... Please be okay!
Sorry I'm biased but watch if you want to. I love Fate franchise. You can watch in the order I placed them.
Fatestay night Unlimited Blade Works
Fatestay night Unlimited Blade Works 2nd Season
Fatestay night Heavens Feel I presage flower
Fatestay night Heavens Feel II lost butterfly
Fatestay night Heavens Feel III spring song
FateZero
FateZero 2nd Season