While it probably doesn't look impressive to most modern gamers, Shadowrun was basically the precursor to GTA style sandbox games, and there's a surprising amount of depth to it. You pretty much have free reign to take side missions or follow the main storyline at any point, and even in the missions, you have multiple ways to succeed. For instance, if you want to get past some security cameras, you can try hacking their system to shut them down, have a mage cast an invisibility spell, or go in guns blazing and just try to kill whatever comes after you. It's still a rather flawed game (the side missions can be redundant, there's some grinding, and the combat system isn't great), but it's one of the more noteworthy Genesis games.