Well, I get not wanting to do a plot and have players do as they will, that could definitely be fun. I guess that means you just have to really focus on the setting. If you decide to set in Philadelphia, for example, read up on Philadelphia, the gangs and police there, that sort of thing. Establish all the rules of the setting, all the major players. Who sells the most cocaine? Are the police honest or corrupt? If a serial killer goes to work, will the whole city come after him or will he be shushed up to avoid making the cops look bad?

One thing that might help unify everyone is if there's been some sort of recent shakeup in the status quo, something that affects everyone. Maybe a major kingpin has just been jailed and there's a power vacuum. Maybe there's a new mayor who's been elected on a tough on crime platform and wants more arrests. That kind of thing.

Just a couple thoughts.