Well the thing about UBW is it tells Shirou's story. This is the protagonists story, what happens (possibly) to him, how he deals with it and most importantly how he confronts the reality of what his way of life is and what it entails. It has a number of things that Fate doesn't even touch on. In Fate you learn who Saber is and Saber's past, but it's just basic stuff.
Heavens Feel is looked down on a lot because of that out-in-left-field type of writing and story development that nobody saw coming. There are a number of plot holes that aren't explained or even attempted to be explained and just exist for the convenience of the story. With more ero scenes than the rest of the game combined as well, it just seems unnecessary. Finally, Heavens Feel doesn't even end in a true 'happy ending'.
I will say that Kotomine is one of the more badass villains I've come across in a story. For the most part, I don't even label him as a villain or as an antagonist. Sure he's evil in the Fate route but other than that, he does his job as overseer to the Grail War properly, answers questions, looks into things concerning the war, etc etc. He even makes sure to secure the vessel for the Holy Grail to ensure the creation of the Holy Grail properly, it's not his fault that the Grail turned out to be a (mostly) innocent person, he's just doing his job as he should be.
I played Tsukihime long before I got F/SN...I have to say the story in F/SN is much more interesting than Tsukihime. Shiki is kinda boring compared to Shirou. Akiha is very much like Rin (without the failures) and much much love to Ciel-senpai. Favorite ending has to be Ciel's good ending.