Having played Shadowrun since it came out in '89, I have to say that mages are, and have always been, nasty opponents. Nevermind the pure damage aspect of it, their versatility will allow a team to keep the opposition guessing with the varied tactics the team is capable of. And, yes, at first it seems that mages are incredibly powerful or nigh unstoppable save for magic.
The kicker is that, while mages are rare, the world has learned (well, the people who make it their business anyway) how to deal with mages and magic. Most mages don't take cyber or bioware, and that can be a serious hinderance. Also recall that while magic is rare, firearms are not. Nor are the tactics needed to deal with interlopers. Suppressive fire works wonders for keeping people's heads down, as no one wants to die.
That's another thing about Shadowrun (which I really love). Someone mentioned it earlier: Most folks are like glass cannons. This is mirrored from the real world, where people are generally pretty squishy. Anyone not heading for cover when the bullets start flying is in big trouble. As an example, I started running my gaming group through the new SR4 rules some time back (it was still new then). One of the players chose to play a street sam (the archetype from the book, to be precise) as combat was something that came more easily to him. When the fighting started in a junkyard, he chose to stand in the middle of the lane and just shoot back. He was used to combat in D&D, where you could pull those stunts and not be punished by them. When the bad guys started firing back, I didn't hold back on him. It was only an extraordinarily lucky damage resistance roll (he had good armor, but still) that kept him from dying on the spot. Since then, he keeps to cover as much as he can.
The name of the game is SHADOWrun. The players need to keep to the shadows because there will always be more of the opposition thant the runners. Don't be afraid to throw large forces at them (corps have TONS of folks to use). Watch those real life cop shows (the reality ones, not the fiction). Notice how many folks the cops use to take down even a small number of perps. Overwhelming force is only bad when it is used against you. The runners need to duck in, duck out, and stay as quiet as they can. The opposition will not throw "balanced" encounters at them, because that is really dumb. Think like you would if you were dealing with the situation IRL somehow, and the answer will come to you.
And tell them to remember this mantra:
Shoot straight, Conserve ammo. And never, ever make a deal with a dragon.