There are three routes in the original Fate/stay night story that follow the protagonist Shirou as he interacts with three different heroines during the fifth Holy Grail War, and each has been adapted differently. The first published story was Fate/stay night, an anime by Studio Deen that follows Shirou’s interactions with Saber, the female King Arthur. Then there is Unlimited Blade Works, the story of Shirou’s collaboration with Rin Tohsaka, a two-season anime. Finally, the Heaven’s Feel film trilogy explores the final path in which he fights to protect his girlfriend Sakura.
In our watch order, we’ll start with “Unlimited Blade Works” and “Heaven’s Feel” before concluding the trilogy with the original series and then moving on to the major offshoots. This will give you the most consistent and understandable perspective on the worlds and universes of Fate.
In Unlimited Blade Works, Shirou and Saber team up with Rin Tohsaka to survive the war for the Holy Grail. It’s a great 10-hour introduction to the themes and rules of the story, setting you up for the darker Heaven’s Feel movies without getting lost in their own continuity. Throughout the series, Unlimited Blade Works examines Shirou Emiya’s Reality Marble and acts as his Noble Phantasm, a sort of power-up for Servants. The stronger Shirou becomes in his magic, the closer he gets to that true hero state.
Note that the Unlimited Blade Works movie, aka Sunny Day, is an original motion picture animation (OVA) released by Studio Deen after their Fate/stay night series and isn’t really necessary to enjoy or understand franchises. Here we only talk about Unlimited Blade Works Ufotable anime.