My big problem with Nero is that she's a Saberface. And there are so many Saberfaces, that they made an entire character whose shtick is killing Saberfaces.
Also I just kinda find her annoying. Like, she isn't too bad, but still. And her base outfit is ridiculous.
On the plus side though, this exists.
EDIT: It's worth mentioning that I don't particularly like Artoria. She's alright, but of the three main heroines of the original story, I always thought she was the worst.