"Would you like to know more?"
Unfortunately, I think the Shedim plotline is mostly wrapped up at this point, what with the closing of the Watergate astral rift essentially severing the gateway to their home plane. This doesn't mean there are no more Shedim left in the world (there are), but it means their numbers are dwindling.
There was a great novel that dealt with a character encountering a Master Shedim; it was pretty gruesome stuff, but I can't remember the name of it right now. I got the feeling they are a cross between mindless zombies (much so on the part of the lesser Shedim) and Horrors, actually, in that in the novel the antagonist seemed to... enjoy, for lack of a better term... the suffering of his victims.
Street Grimoire elaborates a little bit on the fact that they a big mystery in-setting:
Prior to the arrival of shedim, all other spirits have viewed the physical plane as a place to escape, or as a breeding/feeding ground. Shedim have shown a desire to travel to the physical plane, though it is extremely difficult for them to stay there, but have also shown nothing but utter hatred for mortals. They come to where life exists so that they may extinguish it.
Master Shedim are described as having "a deep and malicious intelligence", while lesser Shedim are described as "intellectually primitive entities filled with hate and violence", so I'd say this leads credence to the "some people just want to watch the world burn" categorization. They've been deliberately left vague in terms of motivation, I think, because they are picture-perfect bad guys; unlike the corp suit who is hellbent on profits at any cost or the researcher who pushed ethical boundaries in the name of science, Shedim can't be reasoned with, they can't be talked down, heck, they can't even be fully understood. That makes them that much easier to present as a purely "evil" enemy.
Something later editions gloss over is that Shedim can inhabit any and all corpses; Year of the Comet from SR3 gives actual target numbers for a Shedim inhabiting a 1,000 year old or more corpse; this makes them perfect nightmare fuel enemies, as they could inhabit the preserved corpse of ancient Egyptian kings and the like, for example. They can also take over a projecting magicians body...
