My favorite psychological anime and one of my favorite media in the cyberpunk genre.
The shows deeper themes of justice, morality, and authoritarianism are very reflective of the classic novels that are referenced: 1984, do androids dream of electric sheep, beyond good and evil, hamlet, crime and punishment, and the bible. The references can be a bit on the nose from the book worm makishima, but since it's very reflective of classic literature themes and the founding fathers of cyberpunk it ends up being deeply introspective and interesting as well.
Psycho-Pass is a philosophical critique of authoritarian control, justice, and human agency. It asks whether a world free of crime, but devoid of personal freedom, is truly a utopia—or just another form of oppression.