This list is dedicated to great comics, comic series, and graphic novels that I have enjoyed and been influenced by. Most of these have some social or political commentary, and all of them are highly intelligent. In no particular order, and probably to be updated:
Warren Ellis, Darick Robertson
Approximately 60 issues, ~24 pages each
This is what you get when you mix futuristic cyber-punk with gonzo journalism, in a world of greed and corruption. It tells the story of Spider Jerusalem - one of the most interesting and lovable social misfits ever created - and his battle to take down the president. This is by far my favourite comic epic.
Nausicaä of the Valley of the Wind
7 issues, ~240 pages each (originally in japanese, there is an english translation - "the Perfect Collection" that reads left-to-right)