In response to >>1 and >>2
The Fate/Stay Night anime is a adaption of the eroge that it is based off of. It is not quite as spectacular as the game, well it's not even that great but it's worth watching once.

Fate/Hollow Ataraxia is a sequel to the Fate/Stay Night game. It presents several alternate storylines and bonus material. And probably some other stuff since I'm not actually too sure of the contents.

For the record Fate/Stay Night is the second best selling PC game in Japan and Ataraxia takes first place.

If you are interested in playing these fabulous games then you better brush up on your Japanese because they will never be officially released in the English speaking world. Although there is a translation of the demo at insani.org if you want to get a glimse of what you are missing out on.