Rurouni Kenshin. Without a doubt. Its story is based on true japanese historical events, with great fictional characters, profound wisdoms and philosophical concepts thrown into the mix. Its the most enjoyable manga(&anime) series Ive ever come across. As you delve further in, not only do you soon realize that the "bad" guys are just idols of opposing philosophies, but it'll force you to start wondering, which philosophy is actually superior to others. Haha that is if you are interested in things that leave you in abstract thought rather than mindless ass-kicking. For me anyway, it's hard to find a more philosophical story elsewhere.