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)
Set in a post-apocalyptic paradise, thousands of years since greed and war completely changed the face of the earth, this series tells the story of a head-strong eco-feminist princess trying to figure out what has happened to the world, and attempting to save it from more destruction, . This is the manga behind one of Studio Ghibli's best films, and the story is far more in-depth and interesting, which is saying a lot.
Maus: A Survivor's Tale
304 pages, in two volumes
A son's retelling of his Jewish father's story of survival of Nazi Germany and World War II, including Auschwitz. The story also tells something of the impact on the family after the war.
Ctrl.Alt.Shift Unmasks Corruption
~100 pages. Get it here.
A collection of short comics, some fictional, but many factual, about corruption in all it's forms. There's a huge diversity of style and scope between the artists.