Keep an eye on Amazon.com. I bought an opened box copy for about $40 from someone in Japan. The prices will go down when someone posts a few that are lower in price. The sellers with copies going for $80 and up never seem to drop the prices, either they don't care or they are using a software program to change the prices for them.

Yeah, good. They generally don't bother me, but often they are a bit gratuitous and don't serve much purpose.
But if you're fine with it, all the better!

Unfortunately no.
The original Fate/Stay Night was only ever released as a CD/DVD for PC in Japan.
There was the Realta Nua version which was released on the PS Vita though, so I guess if you have a Vita and a JP PSN account, you could probably get it that way...

The problem is, Fate/Stay Night doesn't have an official localisation. So you can't actually *buy* an English (or French) translated copy.
If you want to buy a copy, you'll have to import a physical copy from Japan and then patch it yourself. If you don't want to do that (and don't understand Japanese) then you'll have to download the game (either pre-patched or patch it yourself) 'elsewhere'.

Hopefully with some of the recent Visual Novel successes like the Clannad localisation kickstarter, we'll start seeing many more VNs receive official localisations, including Fate/Stay Night. (I wouldn't be surprised if it happened soon. It IS one of the most popular VN's after all)

EDIT:
Actually, I was just searching ebay, and there are some 'unofficial' translated versions of the game you can buy, like HERE for a decent price.
The legality of those products though... I wouldn't be so sure...
Otherwise, you're just going to have to keep a look out on Amazon, Ebay, etc, for a cheap Jap. version and patch it yourself.

Phantom Of Inferno. How come nobody mentioned it, yet? Yes, that DVD that plays in English subtitles.

Fate Stay night is wonderful, but thanks to options and localization, i NEVER managed to get it working. Plus, where can i buy it at? And if i buy it, will it play at all?

I haven't actually played Phantom of Inferno, but it sounds good so I'll check it out! Thanks. :)

Do you know what the problem was? Why couldn't you get it to work? I could probably help you with that, but if you downloaded the game, there are 'portable' versions (i.e. no installation needed), already patched available for download. I'd recommend getting one of those versions, as it's incredibly easy to set up.

To answer your question though, see my previous post!
There doesn't exist any 'paid download' of the game (except for JP PSN), only physical editions. And the physical editions are all, naturally, in Japanese, so unless you speak the language, you'll have to patch it yourself. Which really, isn't a lot of work, but can be a pain none the less.
You can find prepatched DVD copies for sale on sites like ebay, but I don't think they're legally allowed to sell them, so I'd probably stay away.

If you do want to buy a physical copy, there are many places that you can get it, but be warned, it can be pretty expensive!
For cheaps, your best bet is probably HEREon ebay
There's also THISFate/Stay Night + Hollow Ataraxia 10th Anniversary box from JList, which isn't too expensive, and comes with two games and an artbook.

There are copies on Amazon... but yeah, I don't think you'll want to buy it from there...

You can get the portable console versions, like PSP and Vita versions much cheaper than the PC version, but it's not patched, and I'd imagine it would be much harder to do yourself.

I quite enjoyed Analogue: A Hate Story and Hate Plus - though they are pretty linear

Thanks pal, wow, that's actually much effort!

You 'll find the DVD version of Phantom of Inferno in the bay. You know which one. Plitch! Cannot say more... It is the remake of the japanese original, with voice acting, plus ability to choose english subtitles. It's only drawback is that they removed the Real Guns Gallery with model displaying and professional name. Also, in 2013, they released another remake with super wow graphics, but it has not been translated and no one knows if it ever will. You can even download its trial version, but it is only in Japanese. You can find it in: http://www.nitroplus.co.jp/pc/lineup/into_01/

No problem buddy, I'm glad I could be of help! :)
And thank you for your help too!
I'll definitely get a copy of Phantom some time soon!

I wish I could enjoy Analogue. I've played the entire game, but I just didn't enjoy any of the writing.