I have never had a TPK in Shadowrun either, which I would likely have to attribute to the players. I tend to run a very "raw" campaign, where I don't limit the actions of the party. If they want to try something that is ill advised, however, I do give them subtle hints about the danger of that course of action. While doing legwork before hitting a Target that is out of their league, a contact or two will likely recommend against it, or the decker may come across some interesting tidbit on the target's (over)reaction to similar actions in the past.
All that said, I have witnessed numerous occasions where at least on member of a team makes a bad decision, usually driven by ego, and lost a limb, gotten themselves killed, or cost the life of a team member. I find that the best way to avoid unnecessary deaths is to simply tell it to them straight. If the team wants to do something stupid, don't make it sound like a foolproof plan. Double crosses and misinformation are certainly occupational hazards in the shadows, of course, but your group will grow weary if you play the "I bet you didn't see that coming" card too often.