Fate/zero Is the prequel of Fate/Stay Night. I only watched the anime series , but there's a manga and a few eletronic games named Fate/Stay Night.
Fate/Zero has a different mood compared to FSN, it's more dark, and more dramatic. Also it's more mature , with many intelligent quotes around the history.
History:in short, the history is about 7 mages that become masters of 7 heroic spirits summoned to fight for a artefact called Holy Grail, that can realize 1 wish. while FSN is about the 5th grail war, this one is the 4th, with many characters of the FSN present, but at the same time, left aside.
Characters: Different from Fate Stay Night, Most of the Masters are adults, with their own personality and objetives. The protagonist of the history, Kiritsugu isn't the perfect example of a "hero" which appears in random series. Here he is a man with a heroic ideal, but actions that make him a human. In fact, all the characters have their good and evil sides. No one is entirely good or bad, and this is what make the characters more interesting. Also the Servants or Heroic Spirits, are not necessary servants that do all their master's orders without questions.
They also have their reasons for fighting for the grail, and their own way of thinking, which rule their actions. So even if you dont like one specific master, you may like the servant and vice versa.
Throughout history, the characters were who made me laugh or cry. they are simply perfect ,the complexity of the personalities and their backstory that i can only give 10.
Narrative: The story is told by all the perspectives, it's what i called Multi-dimensional.
Basically before the fight begin , you will know all the names of the masters, and their journey before they even become masters. The relationship of all the servants with the masters are showed as well .
So you will care about their destinies, and not just the future of the protagonists. I found myself worried about 4 or 5 characters around the story, even when they were enemies of each other.
I hope that the television adaptation of the Light Novel keep this nice feature, because it's what make the story unique, and enjoyable to the end. The first episode will be 1 hour long, and i think it's enough to show all the characters, I'm really optimistic about it, but who knows?
End: the closure of the history is something debatable, some will find it pleasent
others will hate it. The history has a good ending in my point of view, of course i will not give any spoiler here.
Like Baccano ,you won't see one ending, but many through the history. because the history is divided, all the characters have to meet their end, or find peace somehow, and that is the beauty of the ending. This is a story that show the sacrifices of all the characters, and their fates, i hope you guys like it.