The following is a spoiler, but it should be said.
The Holy Grail in F/SN is not the same thing as the one Arthur and his Knights of the Round Table sought after. It's a magical artifact with no physical form created by the Einzbern family, and it must be empowered in each Holy Grail War through the defeat of six Servants to appear and grant a wish. It's also filled with evil power so dense it pours out as sludge in a physical form.
The historical Arthur and his Knights had far less of the "noble Christian" in them than you think. That part was added by the French. In fact, the earliest Welsh records of Arthur claim him as a war leader, not a king.
And, unless you missed the fact that Saber is female and was in her original lifetime as well, Type-Moon plays around a bit with the mythologies they used (the ostensible reason is that the real stories were lost or diluted over time).
The granting of mercy to his defeated foes does not bespeak a Christian ideal in Shirou. Rather, it simply reveals part of his character: he doesn't want anyone to suffer, and he especially hates it when saving one person means sacrificing another. The reason he feels this way is another spoiler, which I will not reveal at all as it really does say too much. His "turning the other cheek" is merely him accepting abuse from the likes of Matou Shinji so that an unnecessary disturbance will not occur. Classic Japanese self-effacement for the preservation of the peace.
As for Archer, once you've finished the anime, look up his entry in Wikipedia. The things he said and the way he acted will make much more sense.