Ghost in the Shell

Believe me, I know how you feel! Once I watched the 1st and 2nd seasons, I realized no anime came close in terms of plot, characters, sociology, politics, and philosophy. I've been trying to find things that are similar to GITS (anime that is) but I can only really find things that are maybe a quarter-similar.

I would recommend getting the Ghost in the Shell manga (even if you don't read manga), watching all the GITS movies (including the original '95 one, Innocence, and the Solid State Society movie), and getting the manga "Eden, it's an Endless World" (the closest thing I have seen to GITS so far in terms of philosophy, cybernetics, etc.).

Other animes that remind me of GITS that I recommend you watching: Akira, Angel Cop (no matter how much people may hate this anime, I love it and it's cyberpunk), Appleseed, Armitage III, Bubblegum Crisis (tokyo 2040), Pumpkin Scissors (this is NOT a cyberpunk anime, but it is a military type anime similar in organization to Section 9), Silent Mobius, Casshern Sins, Cyborg 009, Patlabor, Texhnolyze, Steamboy (not cyberpunk technically, but steampunk), Strait Jacket, Eve no Jikan, Toshokan Sensou (not cyberpunk, but interesting in that it has to do with censorship with various media, like books), and Witch Hunter Robin (not cyberpunk, but again, the teamwork and investigations are a lot like Section 9).

I would recommend watching Appleseed and Witch Hunter Robin first.

Other GITS material are the video games. There's one for the PS1 and there's another called "Ghost in the Shell: Stand Alone Complex" for the PS2. There's also a psp GITS game, but it's not good. So I recommend the PS2 GITS game, which is pretty good. I have played it, but it's a rather short game (like 5 hours). Also, I don't know why, but I would strongly play the Metal Gear Solid games. MGS has nothing to do with GITS in anyway (different genres, different technologies, etc.), but it deals with a lot of things that GITS might: political corruption, nuclear weapons, military stuff, sociology, and once in a while philosophy. Also, MGS has amazing characters like what GITS does. The stories will pull you right in.

Also, there's fanfiction if you like, but I can't recommend any one author. If you want, I can provide my ff.net username to you as I have written at least 4 GITS fan-fics. Most people seem to like them, but they are short one shots.

Once a GITS convert, always a GITS convert. Also, try the movie Blade Runner.

Margeary is dreaming of horses.

Rise and rise again-until lambs become lions.

In that regard, I'd recommend (these are cyberpunk) Blade Runner of course, eXistenZ, Avalon, Strange Days, Metropolis (2001), Natural City (it was alright), Videodrome, Robocop Other thought provoking SF cinema: Jacob's Ladder, Solaris, Memories (anime)

You might like the Korean animation Sky Blue (aka Wonderful Days) though it was essentially a repeat of Metropolis

There is the other Mamoru Oshii stuff as well like Patlabor and the aforementioned Avalon, which is live-action

All the suggestions above are good if not amazing, but one series that recently blew me away was Kino's Journey. Only 13 episodes long but dear God, how each ones packs a punch.