My latest batch have been amazingly intelligent. As both a player and DM, I've been pulling my hair out. It was always "Let's chop up the Dragon!" and "I'mma febreeze a feral bear's ass!". It was silly, stupid, and looking back, utterly hilarious. As a DM, I always tried to let the players worm their way out, and they avoided that, found their own way, and wondered why every NPC was pissed at them killing a few drunken civvies back in the biggest city on the continent.
It all depends on the group. Some players 'get' it, so you give them more immersion, less hints. They go into the frying pan more, and maybe roll up a couple extra sheets, but they realize their mistakes, so they learn.
Some players never learn. You can smack them with the rulebooks all you want, all they'll understand is 'more armour, more damage'. Adjust the game to Pink Mohawk, bring up the insanity level, and let fly some hilarious situations - like SR's 'Best Ork Decker' ran into.
Sometimes players don't die just because they're stupid. In fact, most of my fellow players from DnD didn't die, except the one who was quite genre savvy - he jumped down a boss' throat, uncorking over a dozen flasks of Alchemist's Fire, with a badass battlecry. It worked, but he had to roll up a new guy.