The sunglasses for the main characters were designed by Richard Walker from Blinde Design.
In this article in the Chicago Tribune Kevin Jones (curator of the museum at the Fashion Institute of Design and Merchandising in Los Angeles) talks about design choices in the production design:
"What was interesting about those in 'The Matrix' is the way they
reflected back to the viewer what they couldn't see on screen," said
Kevin Jones, curator of the museum at the Fashion Institute of Design
and Merchandising in Los Angeles. "In just about any film, when you
see a person driving a car, they take the rearview mirror away. But
here are these sunglasses acting as a rearview mirror so you know
what's going on behind you as well as in front of you."
Conversely, there's the element of mystery.
"You cannot see where the eyes are looking," Jones said, "and that can
be exciting to the plot."
So out-of-universe it was definitely a specific choice for the production team to get a unique, individual design specific to each character.
An interesting in-universe interpretation can be found here:
The renegades and the Agents always wear sunglasses in the Matrix.
Sunglasses hide the eyes and reflect those who are being looked at.
The removal of sunglasses signals that a character is gaining a new or
different perspective, or that he or she is vulnerable or exposed in
some way. When Neo removes his glasses to kiss Persephone in The
Matrix Reloaded, he looks deeply into her eyes, indicating both the
precariousness and gravity of the moment. When Morpheus offers Neo his
crucial choice between the pills, the blue pill is reflected in one
shade of his sunglasses, the red pill in the other, an overt reference
to the two different ways of seeing that Neo must choose between. When
Neo enters his new world, his sunglasses serve as protection for him,
keeping him invulnerable to the dangers and surprises he encounters.
One final interesting point - at the start of the film all of the agents' sunglasses are the same shape, but as Smith goes increasingly rogue, his sunglasses begin to take on a new shape (as noted in TV Tropes):
Special mention goes to Morpheus' reflective pince-nez shades and the
change in Agent Smith's lenses. They start out with the same oblong
shape as those used by other Agents, but once he goes rogue, they take
on a polygonal shape that approximates the outline of Neo's shades to
contrast their growth.