For me, satire and sci-fi go together like peanut-butter and chocolate, so it's no surprise that Brazil gets my vote. Extra special bonus points for great visuals and its British film vibe.
The wiki article on the film quotes a critic saying the movie is "satirizing the bureaucratic, largely dysfunctional industrial world that had been driving Gilliam crazy all his life." I think that we're irked by some of the same things, such as over-the-top bureaucratic nonsense. I'd go so far as to say Brazil's dystopia is definitely what one version of my personal hell would look like. No one has any freedom, and they don't even get something in exchange for this sacrifice.
Instead everyone is in the hands of an inept bureaucracy that's so horribly inefficient that every aspect of life is like being stuck in the DMV. It's so bad that absolutely nothing can be done without prior written approval. I shrink in horror at the mere thought of such an existence.
Brazil retains the surrealism and distortion that are present in many of Terry Gilliam's films - I love the visuals, and the film's really stylistically excellent. It's got this wonderful blend of noir and futurism with beautiful props and sets. I especially loved the computer displays and Lowry's car.
I would also like to mention that I giggled a lot at Sam Lowry's dreams. I mean, messiah complexes are common enough, but they're especially entertaining when the projected self features an awesome winged flying contraption.
Extra super special bonuses: great soundtrack and a less-than-happy ending. I'm not trying to be a Debbie Downer, I just appreciate some realism in my fantasy.