I'm not the one who says that Shadowrun is (or should be) GM vs. Players; that's a recipe for disaster, that is. However, winning every time, and having no consequences for stupid decisions, makes for a very bland - and if the gaming group is like any I've ever been in, eventually craptastic - game. I don't mind players with a racing team (Kane), or being the Most Wanted Criminal in thirteen countries (Kane) or showing zero team loyalty and screwing over other runners at the drop of a hat (Kane), if there actually is a purpose behind it (Kane) - and especially if it's done in such a clever way that all of his 'I screw everyone over' events balance major players against each other (Kane), and all of his millions are finally/eventually burned in order to achieve that single purpose (Kane) leaving him penniless but successful. (Ka ... wait, is Kane penniless?)
If there's no threat of losing, or no real consequence for doing so, then why bother? "Hi, I'm Mr. Johnson, and I'll pay you 30,000¥ to go across the street and get me a ham-on-rye. No mayo." Success, and if they want to blow up the sub shop, hey, it's fun and they win, right? People (both characters and players) measure success by the threat level that they're matched against. Often, the very best measure of success in a game is 'and then we had to run away', 'and then we got captured', or other similar event, which is then followed by how they pulled it out in the end. Look at any action movie, any really good book, and virtually every comic book. Heroes reach 'oh crap' well before they reach 'save the day'.
To boot, in SR there are runs specifically set up to be fail/fail scenarios. Piss off Lofwyr, and you'll be ripe for one.
Of course, I'm really kind of preaching to the choir on all this, aren't I, Prodigy? You seem to be of the same opinion anyhow, so it's more a matter of developing the players into better players ...