AFAIK everything else in Fate animes except Zero and stay night are spin-offs. So after watching these two first you can then watch any other series from this franchise in whatever order you'd like.
If you want to experience the story in the most intended way (aside from reading VN), then you can watch UBW > Heaven's feel (the last movie will be released on Blu-rays in 2 months or so) > Zero. Even the Zero's author (Gen Urobuchi) stated that Fate/Zero is intended to be read/watched after stay night.
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Kill a lion then I kill a goat (Kill a goat)