Zero is kind of a mixed bag, and its problems tie in with the same problems the original anime and the UBW had. SPOILERS AHOY FOR ZERO, VISUAL NOVELS, ANIME
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Namely that the visual novels (for Fate, UBW, and HF) spent a lot of time explaining Shirou's character and showing his thought processes and how he arrives at the conclusions he does. He is seriously messed up mentally, and his stupidly self-sacrificing nature is only one (albeit major) symptom of it. The original anime and the UBW movie completely failed to show us any of this and even outright exaggerated and misinterpreted him, making him look like a weird idiot you can't really sympathize with. Having to condense all of that into a movie would be very hard work if not impossible, so the movie sort of gets a pass, but the original anime had 20+ episodes to explain Shirou and they just completely failed to do it. (It didn't help that they tried to do a weird amalgamation of Fate, UBW, and HF in it, in each of which Shirou grows differently as a character that are directly contradictory and literally incompatible with one another.)
Zero was better at it, but it too failed to take into account the thought processes that the characters had in the novels, instead choosing to abridge a lot of it or only show the most crucial elements of the characterizations, making it hard to really care about what numerous characters are up to or why they're doing what they do.
ASSORTED FATE THINGS I'LL COMMENT ON NOW GOING BACK FROM A FEW YEARS
I enjoyed Fate/EXTRA and got into Fate/EXTRA CCC too. Hoping to read the Fate/Apocrypha novels someday, or that they get an animated adaptation of some kind. Also Fate/Prototype would have been neat, going from the little fauxpisode they released.
Au.