The Fate story is the first encountered in the visual novel, and generally associated with being the "true" story. The anime TV series mainly adopts this one, but inserts parts from the other two. Despite the fact that Fate exhaustivly goes over the rules and details about the grail war (to the point of nausiating details at times), there are some details left out which is covered in the other two stories. Fate is also pretty lengthy to get all the way through, but a few of the charaters aren't focused on much and they too also are covered more in detail in the other stories.
FSN: Visual Novel AMV
Shiro is determined from a young age that he will become a hero to save people, much like his father had been when he was rescued from the tradgedy many years ago. Shiro's ideal doesn't change much in this story, but instead challenges him to stick with it despite overwealming odds. It also causes him to reflect on why he choose his ideal, and consider certain perspectives he hadn't thought about.
~ Under Construction ~