Those who liked the tone and feel of Fate/Zero should try Kara no Kyoukai/The Garden of Sinners. Also animated by studio ufotable and "kinda" set in the same verse as Fate, it's a series of movies about mages, vampires and stuff. It was considered the precursor to Tsukihime (again set in the same verse as Fate) which also has an anime adaption (or not, depending on who you ask :P)

http://trakt.tv/show/the-garden-of-sinners

A lot of people call Zero better than the earlier Fate/Stay Night creation (which is about 10 years after Zero.)
Zero is better in technical terms, but it is also made 6 years later. The main reason why people call Zero better (besides the purist to the original story) is the leap in visual effect. However, when Stay Night came out in 2006 I was impressed by the visuals as well. It's kinda like comparing the 1st and 2nd Matrix movie in SFX. Therefore, those 2 arguments are not valid enough for me personaly to pick a better one.

Stay Night has a side with a more romantic part in it (which is a bit awkward sometimes) where Zero lacks a bit of mystery I did feel with the first series. But in the end they are both great series, and I would advice every anime fan to check both series out, starting with Fate/Stay Night (Always watch stuff in order of their release.)