My favorite setting (and favorite game that I actually played) is the Trinity universe. Trinity is a sci-fi game about Earth in the years 2121 and later.
I love Trinity because it neither gives me a dystopian future (Blade Runner) nor a utopian society (Star Trek). It's got its main themes built into the title of the game: Hope, Sacrifice, Unity. Basically, it's about humanity freeing itself from alien influences and learning to go its own way.
Having hope as a central theme gave me a role-playing experience unlike what I had before; normally, you're up against overwhelming odds, and it's only tenacity that keeps you going, or (World of Darkness), your whole struggle is not to become tainted too fast. Normally, hope is scarce, and unity is but a question of pure necessity in order to survive.
In my campaign, the players had been manipulated by their employers for quite some time, and the story took them into a dark place, indeed (there were nazi-like experiments to make better humans, a misguided attempt to help humanity). When the players finally refused to give in to their employer's orders and actually tried to help without it being part of the plot, simply because "there had to be a way to make things right", despite it costing them and despite the "easy" choice being not an "evil" one...
It was one of the first times I actually tried to incorporate themes into a game, and I felt it worked wonderfully. Sadly, the group split shortly thereafter due to interpersonal difficulties, and I drifted back into D&D.
But I still got all the notes, and I still got two players clamoring to play. Some day...