There's a lot of room in the setting for all kinds of stories to be told, in a variety of genres. War stories are, of course, the norm. But there's also room for two-fisted pulp action; body horror; tragedies; inspiring tales of heroism; noir tales immersing characters in seedy underworlds; and so on.
And there's definitely room for wacky hijinks and comical misadventures.
Some of my favorites:
Ambrosia, by the recently departed Steve Mohan, Jr. A group of mercs discovers a delicious berry on an uncharted world and tries to get a contract to supply it to the Hanseatic League. Then they run into the waking nightmare that is the Hanseatic bureaucracy.
Johnny Mace, 'Mech Ace (Edward N. Smith, BattleCorps): A cocky, dumb as dirt MechWarrior seeks fame and fortune through the offices of Leech Contractors & Negotiators on Galatea. Features a nice "who's on first" routine using the systems of A Place, Here, and Anywhere.
Dispatch (by Liz Danforth and Mike Stackpole, in the original Shrapnel anthology): The fun of reading others' mail - and seeing a Marik officer's planned ambush get utterly, career-ruiningly obliterated by Cranston and Rhonda Snord.
Painting the Town (by Mark O'Green in the original Shrapnel): A group of Kurita infantry troops defeat mysterious Marauders with just paint grenades.
And Then There Was the Time.. (by Mark O'Green in the original Shrapnel anthology...seeing a trend here): A Combine geisha is bored to tears by a fighter pilot's endless war stories. ("Wolfster goons?")
Tournament of Champions (HBS BattleTech DLC): The ultimate battle to prove one's martial supremacy in the finest, purest expression of military force in human history: the UrbanMech.
One Man's Trash (HBS BattleTech DLC): The unit is contracted to recover LosTech office supplies by a parrot wearing sunglasses (employer left the filter on)
Ghost of Christmas Present (Michael Stackpole - BattleCorps reprint of promo fiction posted to GENie): A pirate attack on Christmas eve features "Anti-Nick and the Elves From Hell"
Stitch in Time (Dayle A. Dermatis, BattleCorps): A young girl's obsession with fashion and Melissa Steiner's wedding gown ends up unintentionally foiling an assassination attempt.
Ace Darwin and the Sidewinder Canyon (James Bixby, Shrapnel #6): tall tales of heroic (and somewhat unbelievable) derring do
Blitzernte (Kevin Killiany - BattleCorps): A desperate race by a Saturn Harvester crew to deliver enough sun guavas to the raiders to get them to leave peacefully.
Ace Darwin and the Battle of the Beer Fridge (James Bixby, Shrapnel #8): More Ace Darwin insanity.
Foolproof (James Bixby, Shrapnel #12): The true tale of how Thomas Hogarth created the Heavy Gauss Rifle. The title does a lot of heavy lifting with various meanings, here.
Ace Darwin and the Second Try Fiasco (James Bixby, Shrapnel #15): Need I say more?
Storms of Fate - Alternate Chapter Six (Loren Coleman, BattleCorps April Fools): Vlad and Katrina re-enact the climactic scene from American Pie.
C.U.P.P.S: Civilian UrbanMech Patrol and Protection Service (James Kirtley, Shrapnel #14): COPS...with UrbanMechs.
Clan Spaniel Saves Strana Mechty (Ken' Horner - BattleCorps AFD product): Cartoon animals battle evil monkeys for the fate of the Clans.
The Great UrbanMech Uprising (Eric Salzman, Shrapnel #8): The pilots of the Urbie Derby collective band together to teach the Solaris Games Commissioner an important lesson about the meaning of fear.
Escaoe from Castle Wulfensteiner (Herb Beas, AFD product): RPG action in the Deep Periphery.
Quikscell: Tax Evasion or Typo? (Daniel Isberner, Shrapnel #9): No, it's not that authors have been making typos all these years. It's an intentional side effect of Quikscell's tax evasion schemes.
Please Hold for the Clan Sea Fox Customer Care and Service Department (Paul Sjardin and Aaron Cahall - Shrapnel #7): Read the fine print before signing up for the extended warranty and undercoating.
Reindeer Down (Daniel Isberner, Shrapnel #3): A scenario where you are rewarded with candy for seizing objective points.
The Curious Case of Colin Coolidge's Cursed Cooling Suit (Josh Perian, Shrapnel #13): Ancient relics with curious histories.
Mercenaries Entertainment Network Digest: June 3152 (Ken' Horner, Shrapnel #15): The latest in holovid entertainment.
Clan Spaniel Sourcebook (Eric Salzman, AFD product): Yep - canon.