While answering in the comic crossover thread I thought about what Futurama is for me and had the suspicion that it may be something else for you.
For me Futurama is about the characters. That's also why I'm a little disappointet with some of the season 4 episodes, they don't show any character development, only known jokes in endless repetition. It's also the sad and romantic moments that make the show special.
Okay, I didn't forget the fun. ;) But see for instance the Lethal Weapon series. It's hilarious, but always with a serious story in the background and sadness, romance, and character developement (okay, in the first movie *g*).
What do you think makes Futurama special?