Got mine from torrent. F/SN was alright but redundant as it's practically the season 1 to Fate Zero, so unless you're forgiving enough for the mediocre animation but in for some extra scenes not available in the VN, you can skip it.
Ataraxia is a VN but ufotable have made two intros for it for the PSP, and Carnival Phantasm is based on Ataraxia's world.
If you need more Nasuverse stories, play the VNs of Fate and Tsukihime. Tsukihime has an anime adaptation but is worse than the 2006 Fate in terms of pacing, animation and so on, but has some fanservice for Arcrueid and Satsuki. Another would be Melty Blood, a spinoff available at Steam.
Finally,there's Kara No Kyoukai by ufotable, somewhat relevant to introducing the World's Counter Guardians, the one that hired Archer though it's more of an alternate universe to Tsukihime.