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Iain M. Banks' Culture novelsRead about another series on the list.
Like Discworld, this is more of a shared universe than a series with the same characters in each book — but Banks creates a universe that's impossible to resist. There's the fascination of imagining just what it would be like to be a Special Circumstances operative, working with the super-intelligent and notoriously perverse artificial intelligences (or Minds) that run the Culture — but there's also all of the tricky questions that tend to arise when a massive, super-advanced post-scarcity civilization bumps up against more primitive cultures and worlds. Banks' plots are always fascinating and thrilling, but there's usually a fascinating set of philosophical questions buried in there as well.
Consider Phlebas, the first story in the Culture series, is one of Peter Millar's six favorite satires on despotism.
--Marshal Zeringue