*MAY CONTAIN SPOILERS*
Fate series again. Now, I know if you are here after watching the first Fate/Stay Night, how much disappointment must you be in. The first route of F/SN is too damn overrated. PLEASE DO NOT watch F/SN Unlimited Blade Works or F/SN Heaven's Feel without watching F/0 first and please don't watch F/0 without the first route of F/SN. I mean, you can but I wont recommend doing that.
So, the story here remains the same 7 masters are selected, they summon 7 servants and fight for the Holy Grail, a device that can grant any wish. The true nature of the Grail is revealed only in the end.
Now, F/0 does now have those fabulous fight from F/SN UBW but, F/0 has something far more important. Characters. I mean, F/0's characters are so good that make an arc about any single character and it would still be better than 1st F/SN.
First of all, F/0's protagonist, Emiya Kiritsugu, is not some naive person looking to become ally of justice. He wants the grail to end all wars. Cliched cause I know. This motive is the only thing is dislike about the guy. The guy wants the grail real bad. He uses any and all methods at his disposal to attain what he wants. That includes killing other master's without any mercy. Which, usually gets Saber angry. As seen in his back story, the guy is so suited to be an assassin that he can put away his feelings while he has his finger on the trigger. He killed some people close to him without any second thoughts to save lives.
Then, the antagonist , Kotomine Kirei. At first he is only a man with no feelings. He does not want the Grail at all. Slowly, he discovers his love for seeing people suffer. And hence, starts wanting the Grail to "watch the world burn" he to like Kiritsugu was once an assassin.
There are many more good characters like: Saber, Gilgamesh, Alexander and even Lancer has a good character.
Fate Zero basically is a massive clash of contrasting ideologies. There are so many interesting conversations. The talks between Kirei and Gilgamesh are always good. Everyone has proper argument and reason behind their ideologies. You may need to read their brief life history to know why.
Overall, F/0 is easily one of the best animes I have ever watched,