For spy series, my fav of all time is The Sandbaggers from way back in 1978. It's quite a lot more slow paced than newer series, the focus is more on the manager of the department and his problems instead of the action of agents in the field. It starts a bit slow but definitely picks up, and Burnside is truly a bastard coated bastard with bastard filling, he is just a joy to watch. The episodes are even on youtube, unfortunately in lowish resolution - search for Sndbggrs. Episode 1: http://www.youtube.com/watch?v=WDUXegvztF8
DON'T read the wikipedia entry, it's full of spoilers.
Another pretty good spy series (but impossible to find, never released on video) was Game, Set and Match - based on the Len Deighton books.
Other series: Dollhouse, Sarah Connor Chronicles
For movies, I would mention at least Equilibrium, Twelve Monkeys, ExistenZ, Total Recall, Fifth Element, A Scanner Darkly and Videodrome.
For anime series, Bubblegum Crisis (the original was AWESOME), AD Police and Appleseed
And parts of a lot of different genres:
- caper movies have the "assemble a team and covertly perform a mission" bits, so stuff like Oceans 11, Thief, Ronin, Heat, Snatch, Lock Stock and Two Smoking Barrels, The Italian Job, etc and etc
- hitman/assasination - The Mechanic (original), Leon, La Femme Nikita
- cons - The Sting, The Grifters, House of Games