In absence of a GM who controls the roleplay, the duty shifts to the players to make the roleplay fun. If you all wish to move out of this sandbox-style anarchy, then all we need to do is actually create a plot. This can be achieved either by assigning a temporary GM, who will create story for the rest of the group, or by having a story created by the players working together.

Quick examples of stories using my characters:
 - Bob could create a massive series of games that anyone could participate in, with unfair rules, horrifying death, and teleporting pie.
 - Stein and Mia could piss off so many people that they manage to become the main villains of the story. Perhaps they could then work together with Megatron, both parties thinking they're simply using the other, or form an alliance with any other 'evil' characters.
 - the Slivers could attempt to break free from their contract, and ask the help of the 'good' characters to defeat Bob, and regain their freedom in an epic quest to take down the Taker of Souls and burn the contracts that hold the Slivers in place.

I'm sure anyone else can add to that list using things such as the Senate, the Bureau of Time and Space (not sure if that's what they're called, but it's what I remember) and other groups, or in fact your own 'evil' characters going up to become big-time villains, forming a massive clash of good and evil. Hell, some stories may even include travels to many other planes of existence, such as the home of the Senate, or someof the many worlds that are visited by the Witches or the denizens of Hell's Coffee Lounge, or any other location, even on the planet itself.