Shogo is a pretty good attempt to copy Mecha anime. It's everything you'd expect giant robots, a convoluted plot involving a giant alien organism, cheesy dialogue and of course, a love triangle. You get the impression that a lot of Shogo is tongue and cheek, including a jokey opening intro set to a midi version of a j-pop song.
The gameplay is fairly standard action FPS fair, and that is a bit problematic. There really isn't a lot of difference between the mech levels and the human soldier levels in terms of gameplay. The weapons are different sure, and while you're well-nigh invincible in your mech, you're embarrassingly vulnerable as a soldier. However, you never feel like your giant robot is...well, a giant robot. He moves with the same speed as the human, weilds weapons the same way, and the levels in both scenarios are extremely claustrophobic. Sure your mech can transform on the fly into a hovercraft, but it has no real impact on gameplay.
Shogo is fun and diverting for a while, but it hasn't aged well. If you've never played it and like fast-paced fps games, go for it. If you're looking for an engaging story, or another Mechwarrior, give it a miss.