Yea, You are going to have to make a choice in the style of play for your game. There are 2 common styles of play.
PINK MOHAWKThis is a Wild West meets Blade Runner, meets Escape from New York style of game. Wild, crazy antics, Big guns, bigger explosions are the rule, not the exception!
Generally, this style of play encourages a "closed community" feel to it, with each part of the city being a very closed in area, with areas of "wild urban life" all around them, allowing for such antics without calling in the question of why people would live in a city where random, heavily armed maniacs can mow down 200 people and level several city blocks and get away with it on a weekly basis
This style is all about the wild stuff that the players can
do, and less about what happens when they do it. Fun is the general order of the day, but it can make it hard to introduce serious plot and story elements to a game, as the players first instinct will always be "Deader is Better". It's also the style that most players of DnD/pathfinder fall into as it satisfies the "The bigger the sword the better" mentality of those systems.
Black Trench CoatThis is more of a James Bond meets Blade Runner meets Johnny Mnemonic style. Criminals of a certain level of professionalism try to blend in with society to make their living, not stand out from it. Planning, calculation, and eventual chaos are the order of the day. - this is the style presented in the books most often.
Being "Loud and Proud" with your weapon choices gets you stepped on fast by security as they try to prevent mass chaos and disorder.... At least in the important areas of town.
****
Honestly, Shadowrun gives you options to run the world the way you want for the most enjoyment of your table. But for that to happen, you all have to be on the same page as to the style of game you are going to play. Trying to play a "Black trench coat" game with a bunch of "Pink Mohawk" players is not going to end well for anyone. The same is to be said of a mixed team.
Having a single Pink Mohawk player in a bunch of Black Trench Coaters can be even worse. Namely because the Mohawk player usually ends up screwing the other players over in their plans by insisting on being "loud and Proud".... which puts you in a
tough place. -best to nip it in the bud now.