Star Trek, of course, has built a long and detailed futurology with much to be admired. I will save discussing Star Trek for a more focused posting. This list will fill with all the well-defined and imaginative futures with scarily believable parallels that spring to mind. Please twitter or facebook me suggestions.
Foundation, by Isaac Asimov. This is a whole series which has a prequel but I'd start where the author started and read until you get bored.
Cowboy Bebop. Not only the slickest animation of its time, the Cowboy Bebop universe is a primary example of sustained character and story arcs while exploring a universe of possibilities. I recommend the series, the film and the music if you can get it.
The Futurological Congress (From the Memoirs of Ijon Tichy), by Stanislaw Lem.