Pretty much all above-average science fiction, like any noteworthy piece of art, conveys a message. Vast majority of the early sci-fi authors, before the industry commercialized it to the point where cheap thrills won the popularity contest against the subtext (about early 80s or so, I guess), had created the fiction entourage to illustrate their political, social, and pilosophical views and ideas, first and foremost, in the light of technological advancements. I never understood the obsession over movies like District 9. That flick is about as deep as Terminator 2; i. e., perfectly transparent (and full of plot holes to boot). It literally screams "XENOPHOBIA EQUALS HYPOCRISY EQUALS SCREWING YOURSELF UP" in your face inbetween the acts of gratuitious violence and Parkinson's-shaken camera work. The Matrix trilogy is deep, though, even if only for the sake of supreme deepness.
If you read some of the guys that started writing sci-fi before 60s you will find that some of them
are actual philosophers — and pretty much all of them are avid moralists, questioning stuff like the future of mankind, the nature of man, reality and subjectivity, freedom of thought and will, in every novel, and providing thought experiments disguised as short stories (ever watched the Twilight Zone? That kind of stuff) in heaps. I actually came to dislike some of them (Wells comes to mind) due to overly moralistic outlook that made the actual plots — which sported nice ideas, mind you — about as thin as paper, if not outright boring. I mean, you can see the sharp contrast after reading something by Jules Verne, who wasn't that much of a philosopher (and in fact was basically paid to write more). That guy definitely knew how to write books to make them interesting, which is why, unlike Wells's, his novels aged a
lot better, which is also reflected by their film adaptations. Not that it's relevant to the main topic, of course.
Anyway, if you want to analyze sci-fi as a genre and a cultural phenomenon, I suggest not starting with movies, let alone those filmed in the recent 25 years. As for recommendations, find any collection/compilation from
this list. Not only you will get the exact idea of what sci-fi is about, you will also have a great time. :)