Depends.
If you don't like the idea of reading for hours on the computer screen, watching static sprites and awkward sex and listening to RPG effects, try the following first:
- Fate/stay night (anime). Your average fan started here. Decent, 24 episodes anime. More or less faithful to the original material. Suffers from DEEN QUALITY sometimes. A nice adventure filled with plothax fights and a useless moralfag protagonist with a harem.
- Kara no Kyokai. Set of 7 films about a douche dating a girl with hax eyes and several personalities while solving supernatural cases. Last movie's DVD to be released this December. Movies are not in chronological order. Varying degrees of action, mindfuck and boring dialogues that go nowhere between them. Paradox Spiral is all sorts of win. Nice visuals and beautiful OST. Sort of a prototype of Tsukihime.
- Shingetsutan Tsukihime. Nah, just kidding. Stay the [tornado fang] away from this one except for self-trolling purposes after having read the VN.
If you think you can handle reading, some bad drawings and underwater metaphores during sexual intercourse:
- Tsukihime (Visual Novel). A tale about about a chick-magnet guy with eyehax and his issues with his family, murder and vampires. Some nice fights and seeing things through the protagonist's mind is great. Drawings are not that bad but Takeuchi can't color to save his life, plus Type Moon was just a bunch of people by that time. Some sex scenes are better than others. Personal favorite. DZ bugged me to hell and back to read it back in the day. Can't blame him.
- Fate/stay night (Visual Novel). Anime covers the first, tutorial-like 1/3rd of this (upcoming movie to cover second part in 90 minutes). A lot more fighting and a lot more stuff going on with better explanations. You have better reasons to like the protagonist in this one. Awkward, hilarious sex. Type Moon printed money with this. Better art, much better BGM. somewhere around 30 to 40 hours to read all of it. Install voice patch for extra weeaboo inmersion.
- Fate/zero. Series of four light novels prequel to F/sn. Translation underway, the first two novels are finished and the third one is half-complete. No harem stuff; no annoying characters; badass full-fledged battle royale only; final destination. Except for the prologue, awesome stuff going on at all times. Kinda full of f/sn spoilers. Must read it if you liked f/sn.