Too hard to pick just one, especially across different genres, so these answers would probably change daily. But off the top of my head:
Movie: The Matrix
Book: Voyage from Yesteryear by James P. Hogan, or perhaps Contact by Carl Sagan
Show: Babylon 5
Yes, I guess I have a science fiction bent. 🙂 Thumbs up on It by Stephen King, though my favorite King novel is The Stand. Thumbs up on Dexter as well.