If you haven't seen District 9 yet, I highly recommend that you do, and do it soon. While some elements of the movie were a little outlandish (and there were a few technology loopholes that I had trouble reconciling with), the movie overall was very well crafted and engrossing. Beyond using this post to endorse a movie that I'm sure everyone will watch anyways, I wanted to share some random ponderings of my own.
1. The filmmakers did an excellent job of balancing the foreign elements of the aliens with enough recognizably human (i.e., anthropomorphic) aspects to exploit our human empathy. A lot of it is subtle, but we can take away enough from their body language, facial expressions, and desire to go home to identify their plight with other acts of oppression in human history.
2. I'm sure many other people have pondered and researched this issue before, but watching the movie makes me wonder what intelligent extra-terrestrial species would likely look like. The aliens in the movie seem like they were possibly adapted for a heavier gravity. Would we expect aliens to breathe oxygen? It seemed like the aliens in the movie had lungs (and some kind of vocal chords), but arthropods on Earth don't have these capabilities. In fact, I don't think a terrestrial arthropod that large could survive these days since they absorb oxygen through diffusion and the the oxygen density of our atmosphere is currently only about 21%.
3. The latter part of the movie reminded me of Paul Graham's essay on great hackers. The main idea in the essay is that inequality is not necessarily a bad thing. Technology amplifies people's skills and productivity, so we should expect that some people can do amazing things when given the proper tools... while other people do nothing but watch YouTube all day.
4. In retrospect, the whole Nigerian element was kind of ridiculous, but they were so well integrated with the texture and feel of the movie that my suspension of disbelief remained intact (until the very end when a series of events made things extremely ridiculous).
5. I like how the movie doesn't really have an isolated "boss villain". It fits with the general theme of how normal people making (relatively) normal decisions can lead to a situation where other people can be oppressed and knocked down by society. Sure, there was the colonel, the big wigs at MNU and the Nigerians, but I'm pretty sure lots of people would've wanted to capture the main character for fun and profit.