All of these small things add to the sense of immersion in the game and the story while making the game look cool at the same time. As mentioned before, the cut scenes are all rendered in the same engine as game play itself. This might seem like a compromise compared to the super high tech cut scenes used in some other games. But the important thing here is that the cut scenes move the story along, they don't just look flashy. I also liked the continuity they provided.
Sound effects are generally good.
The sounds of your weapons are quite convincing as you take out the opposition and the pound of your MCAs footsteps in very cool as you move along. Voice acting in the cut scenes is of a pretty fair calibre as well. Less impressive was the ambient use of sound that has made some games really work. It does make the odd appearance here, such as when unarmed civilians feel you are a threat or when alarms go off. Still, the world itself is a rather quiet place on the whole in Shogo and the game could have been better in this regard.