If we're recommending SF that makes you think, you all should check the Three Body Problem series by Liu Cixin
Science, math, aliens, psychology, philosophy, all mixed into an epic story.
Yes, that was a nice read.
Or for people with real time to spend (took me about 6 months), all Asimov stories beginning with I Robot and ending with Foundation read in this order:
The Complete Robot (1982) and/or I, Robot (1950)
Caves of Steel (1954)
The Naked Sun (1957)
The Robots of Dawn (1983)
Robots and Empire (1985)
The Currents of Space (1952)
The Stars, Like Dust (1951)
Pebble in the Sky (1950)
Prelude to Foundation (1988)
Forward the Foundation (1993)
Foundation (1951)
Foundation and Empire (1952)
Second Foundation (1953)
Foundation's Edge (1982)
Foundation and Earth (1986)
(Asimov's own list)
Shows a red thread through all the stories and really explaining Foundations....
Edit: It even features one hidden main char from the first to the last story
