There are as many ways to run the shadows as there are runners. None of them are the right way, just as none of them are the wrong way. Some ways are better than others, though.

On the subject of Corporate data steals, I feel that there is no reason for the corp to hunt the runners after the data has been bought/delivered. The runners work for whoever is paying, and could easily run for and against the same corp within a week. Personally, I've never had the chance to double dip (steal the data and get paid to steal it back), but I would not hesitate to do so for enough money.

Our characters are professionals if we play them right and I feel that a career is easier to prolong with a lower body count. Of course, Orks really have no hope for a long life, and this is not as much an issue to them.

Recently, I have been playing an Ork sammy who currently has over 100 deaths in just 3 runs. I get the feeling that his luck is nearing an end, and this is mostly due to his methods (lots of explosives).

As for the OP, Only the GM can prevent forrest fires!
If you want them to kill less people or you want them to feel the immorality of their actions (assuming the characters are not sociopaths), then it is up to you to give them hard and solid reasons in game why they should not be leaving such a high body count. Put more pressure on them. Make them feel the souls haunting them, cursing them. If they are sociopaths, then maybe show them a softer side, bring in NPCs that take away some of that edge. Maybe their characters can grow. If not, just drop a cow on them.

And if they persist, you don't have to unfairly screw them over. Just amp up the Dystopia. Have some-one grab her niece and scoop out her eyeballs in an alley. Involve tamanous. Involve bunraku. Have the cops come after them, but make them scarily immoral. Make them feel the net tighten as the corrupt and angry cops intimidate, torture and rape their way through the character's contacts. Hell, there's at LEAST two types of spirits that I know in Shadowrun that feed off violence and pain. Have one attatch itself to the Runner's life. Maybe they'll tone down, maybe not, but at least you're not punishing them arbitrarily, you're just amping it up another notch. Maybe they'll be like "dude, slow down. I feel a little ill" and you'll say "how about a slightly less murderous, horrible campaign?" and take them on a milk run to the carribean league, and you'll all be happy and drink gum-drop rainbows. And if not, hell, you're at least giving your players what they want, and that can't be that bad.

I want to go to a bunraku parlor where I can make the meat puppet drink a gum-drop rainbow.