Actually I've seen every episode (In order!) except the new ones.
Here are a few examples:
http://en.wikipedia.org/wiki/Politics_in_Futurama
http://en.wikipedia.org/wiki/List_of_guest_stars_on_Futurama (look at the "Himself's")
http://www.gotfuturama.com/Information/ListsReferences/heads.dhtml
I can keep going if you'd like?
EDIT: Oh I forgot to point out the big one (the link helps establish two thoughts)- Here's the First paragraph from that Futurama Wiki entry:
The animated science fiction show Futurama presents a satirical look at politics and current affairs in a number of its episodes. Series creator Matt Groening intended from the outset that Futurama would lampoon not only the conventions of science fiction, but elements of present-day life.[1][2]
EDIT 2: I'm not trying to be rude or obnoxious to you or anything.... Just trying to establish my point of view in the argument.