Illyasviel von Einzbern
The Einzbern family's participation goes back to the very first grail war. Their obsession with obtaining it goes back over a thousand years. Illya is fielded as their latest chance to obtain it. Realizing the next grail war would happen soon, they summon Berzerker ahead of the other servants. Servants however, are partially sustained by the grail war itself. As it hadn't started yet, the entire burden of sustaining her servant fell on Illya. Even small movements caused her severe pain. Her family even left her on her own to survive a gauntlet as a test to see if she could endure it. Illya survived, and formed a bond with Berzerker. In fact, he's the only one she ever talks to.
Illya is difficult to understand, and it's probably a mistake to even think of her as a young girl since she's actually older than Shiro and contains memories of generations past (hard to explain in a simple summary, but trust me). In fact she's not entirely human either. This gives Illya a strange and unexpected duality in her personality. Sometimes she acts like a carefree little girl preoccupied with Shiro's attention, and at other times she seems unusually wise.
Illya is actually the most powerful magus in the grail war, and knows more about the war than anyone else as well. Being rather unmerciful, the only thing holding Illya back are her own whims. She doesn't particularly want to kill anyone, that's simply the reality of the grail war. With complete confidence in her victory, Illya isn't in a rush. She stays in a castle constructed deep within a forest few know about. If the other masters want to confront her early, they're welcome to try.[ + ] Show Spoiler:
Illya refers to Shiro as "Oni-chan" or literally 'brother' in Japanese. This can be a term of endearment by children, it doesn't necessarily they're related. As Illya certainly likes Shiro a lot, this isn't surprising. In the Heaven's Feel story, Illya and Shiro have longer conversations. She reveals the reason she was sent to Japan was not only to win the grail war, but to kill Kiritsugu and Shiro.
Still, a family that would cast their daughter to the wolves as a test of strength isn't exactly the loving environment that would make Illya loyal. Shiro on the other hand has always been kind to her. Even when she admits her intent to kill him, he still wants to be friends with her. Illya later explains the betrayal of the Einzbern. Her mother was Irisviel von Einzbern and her father a magus accepted into the Einzbern family: Kiritsugu Emiya. So Illya is in fact Shiro's sister - just not by blood. (This is covered more in the prequel to Fate Stay Night called Fate Zero)
I'll never forgive you if you leave me alone before I kill you