Speaking from the perspective of someone who had not watched more than the first few episodes of Fate Stay Night I can say that I enjoyed Fate Zero immensely. The first few exposition heavy episodes gave me a good understanding of the world and the character's places in it, though I know from talking to my friends that the pace of those episodes turned off a lot of people .

IMHO the Nasuverse example that does the best job of introducing someone to the universe while keeping them entertained would be Unlimited Blade Works TV episode zero.