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Shadowrun is a fun little game for the Sega Genesis that could be one of the first "sandbox game" (think GTA) made for a console game. According to this Wikipedia entry, it's the closest videogame adaptation of the Pen and Paper Shadowrun RPG to date. And I believe it is, since I also played pen and paper Shadowrun back in the day.
Gameplay consists of two parts - the overworld and cyberspace. In the overworld you will be able to fight in real-time using your guns or fists, basically this where you kick ass. In cyberspace, you hack into secured computer systems of corporation with varying degrees of security measures.
I have to say that you need a lot of patience to finish this underdog because you really have to make hundreds of runs to get good cyberware and a competent deck for hacking. That said, the graphics does not add anything to the game since it's butt-ugly but everything else makes up for this negative. It's still a fun console game that feels like a PC game. You can go about however you want to since it's pretty much open-ended, unlike your Phantasy Stars or Final Fanasties.
Go get the game here, and please enjoy.
Click here to read my Shadowrun revisited article.