True. Part of the issue of course is that with a mostly adult cast (They're all adults except for Waver), the mood is almost guaranteed to be more serious by definition - Iri excepted, and even she has her serious moments. By contrast, the cast of F/SN were all kids.
Personally, I liked both. And actually, I think I'll rewatch Fate/Stay Night again after this - the original anime mind you, not UBW. It's been years since I saw it last, and UBW to me felt pretty similar to /Z in terms of the overall mood.
Iri and Waver are by far my favorite of the Masters, the latter because the entire dynamic between tiny, wimpy Waver and gigantic muscular Large Ham Rider is simply hilarious, the former because...well I dunno, she's just cute and sweet and funny.
Plus she was driving one of the most beautiful sports cars ever created at one point in the previous season.
I don't like Kiritsugu much, he's too depressing.
I've always disliked Kirei, and I'm ambivalent on Tokiomi. Kayneth I didn't like either, though I did briefly feel sorry for him when his psycho girlfriend started breaking his fingers and threatened to lop his hand off.
Ryuunosuke was mildly amusing for about thirty seconds, but after a while I just wanted him to DIE. Kariya...I feel so sorry for him, knowing how much he's suffering - and all in vain.
For the most part, I very much prefer the Servants in /Zero to those of /Stay Night (Saber's the same so she doesn't count) - especially Lancer, Berserker, and Caster. I like Assassin in /Zero better because he's IMO a more accurate arechetypal description of his class; "Assassin" in /SN could've been a Saber-class just as easily, and in fact IMO would be a better fit for that class*(Mind you I'm referring specifically to the "Assassin" from /SN and /UBW, not Zouken Matou's Servant from /HF).
Rider...I don't really have a favorite - I like 'em both. Which is part of the reason why I want to see a /HF anime adaptation.
Gilgamesh is a gigantic a-hole, so I very much prefer his counterpart in /SN; Plus as Reality Marbles go, IMO Unlimited Blade Works is a lot cooler than Gate of Babylon. Caster...don't really much like either one; but the difference is that while I mildly dislike Caster in /SN, I HATE Caster in /Zero.
And /Zero Berserker is all kinds of badass. IMO far cooler than the brain-dead musclebound meathead from /SN.