if I'm starting fate do I watch zero -> UBW or UBW -> zero?
apparently UBW is supposed to come first but I've heard that you miss out on a lot of references by not seeing Fate/Zero first
Unfortunately there's no possible way to watch the shows without missing something, as they skipped Act 1 of FSN.
They certainly tried to do Zero->UBW, but I've seen copious points where people are confused by things that would have been set up in Act 1 and aren't, and really as far as characters and events go UBW (Act 2 of FSN) has VERY little to do with Zero. No character relevant in Zero matters in UBW. So it's pretty awkward. It's little things like these that keep me from calling UBW one of the best shows/adaptations of all time, whereas Zero on its own is amazing.
It'd be different if there was a proper Act 1, but as is I can't stress enough that people should be reading the Fate/Stay Night visual novel rather than watching anything first. Then watch Zero, and then UBW because it's still pretty good.
EDIT:
To really stress this, I'd compare it to The Hobbit movies. You know Peter Jackson could make a good Hobbit movie, cause he made The Lord of the Rings movies. But it'd have to be one movie. And for some baffling reason it wasn't. Doesn't mean I wouldn't recommend LOTR movies to people who haven't read the books, but they should probably read The Hobbit first cause some things are gonna get spoiled.
Likewise, FSN should have been three seasons. And you know it would have been perfect if it was. But it isn't. So read the book, then watch Fate/Zero.