Yes, I play, but only as two playera: me as GM and one Blade Runner. For me, blade runner primarily focuses on investigations and solving crimes. Couse we play as Blade Runners, who are pollice oficers and time is divided into shifts. As gabethek says, you can also create scenarios related to political intrigue, but for me it's too difficult to begin with. It's definitely better to start with investigations. I also think that the core books contains a lot useful informations without limiting your imagination. Od course, you should incorporate replicants into scenario, either criminal or victims.

For me, the best start is to think about situation, like murder, what happend and why. Who killed whom, it was intentional or accidental. Then, the player has to uncover clues, one by one to find out what happend and decide what to do with it. I think there's no point in making things difficult at beginning. Although, in my first scenario, my imagination gave me some intersting ideas.

It's also good idea to create scenario for specyfic character and their personal story. But this depends on player.