Here are some of tested and suggested mods for Shogo. If you have more that you'd like to share here is the exact place.
Note. It is better to test each mod with gog installer first before you add new one to this topic.

1. Shogocoop
Shogo cooperation multiplayer - allows to play single player mode in multiplayer:
http://shogo.pentacle.nl/e107/download.php?view.14.

2. Bloodbath6
Shogo weapon conversion - Bloodbath 6.0 is a multiplay/singleplay conversion for Shogo: Mobile Armor Division by Monolith Productions, featuring 17 new weapons. When designing the sixth version of this mod, I put a lot of thought into what went behind Shogo gameplay, and it comes down to one thing: anime. Excessive violence and blood and (almost) absurdly huge, flashy weapons was what I came up with as being the most "anime-ish" thing I could improve Shogo with:
hhttp://shogo.pentacle.nl/e107/download.php?view.12.

3. Squishie22
Allows players to choose either an MCA or a regular Sanjuro for multiplay. The twist is that the Sanjuro is about the size he should be when compared to a MCA....about 6 feet tall (an MCA is about 60ft.). Squishies start off with all the weapons, because they start at a distinct disadvantage:
http://shogo.pentacle.nl/e107/download.php?view.13.

Hello there,
currently we're not hosting mods for games, just doing the research to give you some clues about working mods with our games. Maybe in future we'll think of some torrents...

:)
I can imagine it'd be great to have such a feature :)
Here you can write all your suggestions:
GOG's Features Wish List
Cheers!

Links updated in the OP :)