You want to know why? Three guesses. First two don't count. If you know anything about F/SN, you may in fact have this problem yourself.
Yes, it's Saber. I simply cannot look at anything about the Arthurian mythos without thinking to myself "the King Arthur character I know best is a girl." And an attractive one at that (Though not the most attractive in F/SN. Mmmmmm...Rider.) This invariably means that I break out in a fit of giggles when I picture the love triangle with Guenivere, remember that retarded movie with Kiera Knightley (another Mmmmm... if there ever was one), or anything of the sort. I don't even know what's going to happen the next time I try to watch Monty Python and the Holy Grail. I think my brain might explode.
So have I talked about Fate/Stay Night before? Lemme check. Nope. Fate/Stay Night is an interesting concept. It's a Visual Novel* where the porn is not only incidental, but detrimental to the overall quality of the work. Type/Moon, the creators, are perhaps the most famous Visual Novel creators out there, and Fate/Stay Night is their magnum opus. It tells three stories, entitled Fate, Unlimited Blade Works, and Heaven's Feel. They all have the same characters, but radically different themes, focuses, and plots. Each focuses on a different heroine, whom you sex up over the course of the route.
Now, obviously, there's a lot more too it than that. Like I said before, the porn is incidental. Alright, here's the gist of it. There's this event called the Holy Grail War. Seven mages summon seven "heroic spirits" and do battle in order to claim the Holy Grail- not actually the cup used by Jesus at the last supper, but just a really powerful artifact supposedly capable of granting wishes. These "heroic spirits" are reincarnations of mythological heroes- with the caveat that in this world they actually exist, so no Superman or Goku. Participants include the aforementioned King Arthur, Hercules, and others (who they are is generally a spoiler). I'm in a cool RPG where I've partnered with Fafnir (look him up.) So, they fight it out with really cool powers. There's some great storytelling and characters in this, despite how incredibly screwed up things are (the setting is very complex, but that's part and parcel of Nasu (the author's) writing style). It's hugely popular and actually quite cool, so check out either the anime, the actual visual novel, or any of the other stuff.
* A visual novel is basically a choose-your-own-adventure book on a computer. I mentioned similar when I talked about Persona, but this one has much less player choice, except the choices matter more.