When I think of noir, I think about the following elements: crime, betrayal, temptation (often sexual), urban settings, pessimism, cynicism, and no-win situations. There's also a host of cinematic techniques that don't translate precisely into non-visual mediums, so I'll leave those aside for now.
Shadowrun has crime and urban settings covered, so that's easy. For pessimism, cynicism, and temptation, I'd look at my NPCs. Almost every one of them should reflect those traits in some way. They don't all have to be pessimistic; in fact, some of them should be defiantly optimistic, but that should be something other NPCs comment on. That'll bring home the point that it's a pessimistic world. And everyone should be capable of being tempted by something. Everyone has to have a price.
Betrayal and no-win situations are trickier, because you don't want to kill the fun of the game and if the PCs are betrayed all the time, they're going to wind up expecting the worst of everyone. This quickly turns into a game of turtle. I'd recommend having a fair number of missions that are the result of betrayal. In other words, the PCs should often be hired by someone who's been betrayed and who needs revenge. They're living in an atmosphere of betrayal rather than being betrayed.
Although it should happen to them once in a while. Don't avoid it all the time, by any means.
Finally, coming back to the visual stuff: play it up in your descriptions. It's raining. It's raining cold, bitter rain. The raindrops are exploding like a child's dreams on the cold, hard pavement. Well, maybe not that last.
- Make the players invested in the history of the world. This depends on the system you're using. However, generally, you want the players to come up with a backstory, yes? Well, nudge them to tie their character's backstory in with the rest of the world. That way, when something happens in the world, they'll be emotionally invested in its outcome. Hence, direction.
- Design the world so that things happen. What it sounds like to me is that your worlds have a lot happening, but not much that directly concerns the players. If an optimally lazy person wouldn't be motivated to do something about it, you can't expect your (motivated) players to respond to it, either. There are a couple tricks to this, and I'm going to go into more detail below.
In order to create a world that engages the characters, Things Need to Happen. But even then, players probably won't respond to much unless they need to, so the Right Things Need to Happen. What constitutes a Right Thing?
- The Things have tangible, immediate impacts on the players. If they're motivated people, and they hear about a mysterious ghoul in the town next over who might enter their town, they probably won't do anything about it. They'll defer to that town to handle it, at least until the players absolutely need to respond to it. In this way, if the effect isn't tangible ("some of the peasants might get ill") or immediate ("if you don't head this off now, there will be serious problems in, oh, a decade or two"), they won't be engaged.
The Things must be something the player characters are invested in. If Matilda the Barkeep's husband has been captured the The Allthing of Evil, are you really going to care enough to venture to the Veil of Certain Peril and retrieve him from the Claws of Destiny? Probably not. Especially if you don't know Matilda, her husband, or don't really care about the town.
It is your responsibility to write the game for the players, as much as it is the players' responsibility to play your game in a motivated fashion. It sounds as if your players are definitely motivated, and they're looking for something engaging to do, but also that the game tasks that exist aren't really planned. Even though this is a sandbox game, the things that happen still need to affect your players.
"So, I've thought of something(s) relatively open-ended that their characters would be interested in tackling. What next?"
Think about it some more. Then think about it again. Then continue to think about it while you're playing the game. You need to consider in particular what the NPCs are motivated by, who they know, what they know, and what they plan to do about it.
Now, you don't need to know this for every NPC. However, the Special NPCs (SNPC, I call them, but that's a LARP habit), who drive the plot forward, create new twists, and are the NPCs who truly engage the players, need to have well-defined short-term and long-term goals, as well as basic personality sketches. Every NPC should have something(s) they can, with some difficulty, overcome, that prevents them from reaching these goals. These things should tie in to other players/NPCs/SNPCs.*
Throll has a long-term goal: he wants the Axe of Beldor, but unfortunately, it's buried beneath the Tombs of King Calthor. That wouldn't normally be a problem, except the Tombs of King Calthor happen to be underneath the city; in order to get to them, he must destroy several houses. Maybe of some people your PCs know.
He wants to use its magical power to destroy the peasants' rebellion. He has no qualms doing this.
When I say every NPC, I mean (pretty much) every NPC (though regular NPCs don't necessarily need to tie into the characters).
Matilda the Barkeep has a long term goal: She wants to build a second inn across the city. Unfortunately, she doesn't have the funds for it currently, as she was robbed by a mysterious bandit two days ago! Oh no!
Your players may or may not be engaged by this. If they're not, more options are needed. In a sandbox game, more options should pretty much already be there.
There aren't many SNPCs in a short game. Their motives are thick, and they are often (but not always) weak people. You only need a handful to make an interesting conflict. Give a bunch of twisted people power, and their scheming will stretch across cities.
The other type of NPC is the regular NPC, who don't get a fancy title or anything. They're just NPCs. These people need to have plans and know others as well, but theirs can be more abstract or simple. Your barkeep Matilda, for instance, could have a short-term goal of "I need to get more liquor." and a long-term goal of "This place needs some expansion." This alone will give your NPC more flavor, as they will be where they are for a concrete reason.
Just these two things will drastically improve your campaigns. To summarize:
- Get your characters to build a solid character background.
- Design the world so that Things happen.
- Make said Things concern the players, in a way which allows them to engage the world.
- Give your SNPCs complex and concrete motives. Give NPCs some minor motives on the fly. Some minor NPCs might know someone helpful.
- Let your players guide themselves through your story, and be free to modify it on the fly to match what they appear to follow.
This approach does make the game less of a pure sandbox, but will make it a more engaging sandbox, if a sandbox truly is the style of game your players appreciate.
*Side note: The difficulty and length of the game is often very closely related to how difficult the goals of the NPCs are to attain. Goals which are complex and will take a while to implement will result in a longer game; shorter goals, like Throll's, will make the game significantly shorter.
Best Answer
You could easily argue there's no way those runners are getting out of there under their own power. However, that doesn't mean that they all have to die and the end of the campaign. Here's how I would deal with the situation as you describe:
Don't let them escape - have Ares turn them into an asset.
Have the guards fight them with non-lethal ammunition and tactics, such as Stick-n-Shock rounds. Incapacitate the PCs - they're unconscious, and at Ares' mercy. However, the party has just demonstrated a willingness to resort to extreme violence even in the face of very difficult odds, which makes them exactly the right sort of group to throw at a certain kind of corporate problem that you don't mind being dealt with in a very loud and unpleasant way. Remember that, in general, the corps tolerate the existence of shadowrunners because they need them to do deniable dirty work.
Now... maybe the Johnson isn't really dead. Medical technology is very advanced in the SR setting, after all, and he could be resuscitated if a DocWagon team gets there fast enough. Or maybe he is dead, and there's a different high-ranking Ares suit you have to bring in for this. Either way, the suit recognises the potential in having this team as an asset for a certain kind of job - so they install some leverage (such as the cranial bomb augmentation) in the unconscious runners. When the party finally come to, they're all strapped in to a transport, toting some shiny new gear and being given the details on the secret Aztech facility in the jungle they are compelled to do their very best to destroy, on pain of cranial bombing.
This way, you get to impose a consequence for how badly they screwed up the run - which is only fair, as by the sound of things they really made a mess of it by making a series of unwise decisions and demands - but you don't have to kill them, and the party gets to keep playing the actual game and doing cool Shadowrunner things - they're just under the thumb of a megacorp. There's a lot of places you can take it from there depending on what the players enjoy; that might be a series of runs at the behest of their new Ares "employers", or maybe an exercise in the party figuring out how to free themselves ASAP. Maybe they use the situation to get in deep with Ares, all the while planning to eventually free themselves and turn the tables on them. Either way - you get to give them a serious consequence without killing the game, and open up new opportunities for the story.