Plato's Cave
I'd like anyone who hasn't heard of it to look up the story known as "Plato's Allegory of the Cave".  As far as useful fables go, I believe this is one of our best.

The story comes from Plato's Politeia, The Republic.  There are a number of translations, so I believe the best introduction can be an animation narrated by Orson Welles.  A google video search of Welles with the story's title should bring up the 8 and a half minute video.  

I believe we can always benefit from a measured amount of skepticism, and I think this story can highlight that idea in an interesting way.