When I made my first merc, Halberd of Death, at first I played him as a merc looking for the odd job and bounty.
Downside? In disco, there are so few bounties, you can't play as an honest merc, so you get bored. What I did was become an unlawful merc, helping whoever needed help/was willing to pay, so I hung around NY, helping out Xenos, the HF and the odd criminal in dire situations.
Recently Halber'd been hired as a hitman, which has worked out great so far, but as before, jobs have dried out... So again I'm not quite sure what to do..
A lot of merc's have this problem, it's not just you, but still Halberd's my favorite character so far, probably coz I've been writing a story about it, and I know where the story's going.