Anyone remember the game Syndicate Wars? What if Fry woke up in a world like that? All civillians are assigned jobs through chips in the back of their heads that keep them in blissful pleasant worlds that cover the real world that is harsh and industrial and is completely under control of one super company and all that brake free of their chips, all that don't conform, are classed as Beta-3 security threats and are shot by teams of cyborg "Agents".
Sound familiar? This is years
before the Matrix.
Fry would be one of the non-conformists, the "unguided" but not really millitant though.
What would Leela be? Well.... http://www.leela.com.ar/fanart/zed/zed08.jpg
an "Agent" - although not really a cyborg, just a cyclops
(be nice, that pic was a very early one