1st of all how have you guys sold Shadowrun to your players before, I'm trying to figure out a better way to get them interested beyond a "it's Tolkien meets Bladerunner" tag
Well, in my D&D group, we have another person who is the primary DM. As a Christmas present, I told him I'd take the big chair for a while. So while the D&D game was still going on, I laid the groundwork. First, I gave them some movies they could watch to get the feel of things, Ghost in the Shell, Blade Runner, and Johnny Mnemonic being some of the primary ones. I told them to picture a world like those movies, but with dragons and magic added in. Second, I gave them each copies of the "History for the Reality Impaired" section of the core book, to give them a primer on the setting. Third, I made certain they were aware that they weren't going to be heroes, and the D&D method of walk in, kill everything that moves, and loot the bodies was going to get them very dead, very quickly. Fourth, I grabbed Runner's Toolkit. The Anatomy of a Shadowrun file and the cheat sheets were invaluable. Finally, I promised them that it would be a change of pace from D&D.
2nd the game is going to go through the On the Run book so I and my group can get used to the system, is this a good call or no?
Big mistake, IMHO. On the Run is not a very intuitive adventure. If your group isn't paranoid enough to chase the rabbits down their holes, you're going to miss out on half the run. If they take a "I do the job, I get paid, I go home" attitude (which is a perfectly acceptable attitude for a runner, BTW), then they won't see half the module. On the Run is best left until after they've got some experience, especially after they've been screwed good at least once by Mr. Johnson. That way, they'll be more likely to pry into all those things they don't really need to know about.
A better bet, IMHO, would be to use the Missions series, or the Horizon or Artifacts campaigns. The Missions series, especially, has a more linear format that is good for new players. They also serve as a nice launching point into the wider world of Shadowrun, throwing your players into the metaplot.
3rd how viable are melee characters in Shadworun mechanic wise? I know at least one of my players is going to want to be a Elf Adept Swordmaster
Encourage your player to have some kind of ranged attack ability as well. A melee character can do well, especially if they shape the battlefield to suit them. Ranged attacks have a better shot of hitting, but, especially for Awakened characters, there are things that only melee can handle. If your elf swordmaster adept gets a Weapon Focus, he will be devastating against spirits, for instance. When you need to take down a person quickly and quietly, melee attacks from surprise have a better chance of dropping the person without making a lot of noise.
However, Melee does have its limits. Crossing wide open spaces while under fire is NOT a good idea, which means you're going to want to have some ranged ability. And no sword has the stopping power or intimidation effect of a belt-fed machine gun on FA.
And that's about it, but if you have any other info to help beyond what I'm asking that will be appreciated as well 
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For the love of all that is holy, check your players' characters before they are accepted into play. Do this not only to weed out things that are too powerful, but also to give them a chance to redo things if their character is going to be basically useless most of the time, or if there are errors in the sheet. It is so much easier to revise things before the game starts than it is to redo a character that is already in play.
Make sure everyone has the same idea of the setting and the game. While Pink Mohawk and Black Trenchcoat are both great ways to play the game, having both styles in the same group is just asking for trouble.
Make your players come up with a background and description for their characters. These don't have to be long, maybe a paragraph for the description and 3-4 paragraphs for the background. Make them name and give a 1 paragraph description of each of their contacts. Doing all this has two purposes. First, it helps them realize the character as an individual, rather than a collection of stats and skills. Second, it provides you with plot hooks to be used at your leisure.
Be accepting of the unusual. The Sixth World is a world of strangeness. You literally have real-live catgirls running around, people who can access the internet with their minds, individuals who have more chrome than meat left in their bodies, and DRAGONS. What was unusual is par for the course. However, remind your characters that being unusual is a double-edged sword. It makes you special, but 'special' means you get noticed more. And unless they are very good at covering their tracks, a shadowrunner that gets noticed everywhere they go doesn't tend to live very long.
