Yeah no. Fate/stay night goes first, no argument. Fate/Zero has more 'spoilers' and requires you understand the themes from F/SN. One can get the most out of the series by reading the F/SN VN, watching F/Z, then reading the Fate/hollow ataraxia VN. But seeing as most people don't have the patience or attention span for vnshit, Ufotable's Unlimited Blade Works then their upcoming adaptation of Heaven's Feel then F/Z is the best route. DEEN's adaptations were shit so avoid.