No complicated pressure-sensing altitude setup required, no decision on when to fire the boosters or drop the cargo, just a huge wing shape and a little flap here and there to make it spin round.
Winged reentry requires an enormous amount of decision making to control pitch, yaw, and rotation in a way to avoid incinerating the vehicle. At every major velocity transition (hypersonic to supersonic to subsonic), control response and aerodynamic behavior changes enormously.
Further, hitting the target is not a trivial exercise in navigation. A typical shuttle atmospheric entry targeting Cape Kennedy saw the shuttle make its de-orbit burn over the Indian Ocean; atmospheric entry began over Hawaii; the shuttle would still be traveling at mach 18 as it crossed over California; and it would only drop to supersonic speeds over Florida's east coast. Slight errors in "energy management" over the Pacific ocean could see a shuttle drop subsonic tens of miles over the Atlantic ocean. The landing was an incredible exercise in numerous navigational aids and constant control inputs from computers and pilots, who had to complete 1000 simulated landings before they were allowed into a real shuttle cockpit.
but everything we send to other planets is always a huge box with thrusters on the bottom trying to slow itself down from stupendous speeds
There's a lot of reasons for that. First of all, any probe approaching from Mars is going to be approaching the planet at stupendous speeds because you have to travel fast to cross interplanetary distances. The usual approach velocity is in the vicinity of a planet's escape velocity.
Upon getting close to Mars, you then have a problem with halting. Mars offers the convenience of an atmosphere for aerobraking, saving the enormous fuel mass that would be required to slow from ~13,000mph approach speed to a ~7,000mph low Mars orbital velocity. Unless you supply ludicrous amounts of fuel, a conventional capsule reentry or your glider is going to hit Mars' atmosphere fast.
Given the situation, the simplest means of getting to Mars' surface is a reentry capsule. The terminal velocity is too high to depend on aerodynamic drag alone, so after getting as much braking from the capsule as possible you switch to parachutes. Parachutes are inadequate for a soft landing in Mars' thin atmosphere, so you switch over to rockets (Viking landers, Phoenix, Curiosity) or air bags (Spirit/Opportunity, Sojourner.)
in a straight line aimed right at the damn planet?
The re-entry systems of modern Mars probes do not have to follow "straight lines." The Curiosity rover used a steered, lifting entry like Gemini, Apollo, Soyuz, and Dragon capsules. Curiosity achieved a landing ellipse of only 20 x 7 kilometers, compared to the purely ballistic 160 x 15km of Spirit and Opportunity.
Why are space shuttles plane-shaped with wings and aerodynamics
Space shuttles are plane-shaped with wings and aerodynamics because they were expected to land on an inhabited planet with numerous airports available as emergency landing sites. The shape was selected to keep re-entry G-forces below 3Gs since it was expected the shuttle would allow large numbers of personnel to access space, including people who were less than maximally fit.
The particular aerodynamics were also selected under USAF pressure to support "once around" polar flights, during which time the launch site would've rotated 1500 miles. It was not easy to include enough fuel for a 1500-mile propulsive correction, but with the correct hypersonic aerodynamics the shuttle could achieve a 1500-mile "cross range" during reentry.
But the biggest point of the wings was that they gave a bit of added safety when carrying passengers in that no landing engines were required and no parachutes needed to deploy. They were passively functioning lifting surfaces. Basically, they were most critical in about the last 10 minutes of a shuttle's flight and useless deadweight at other times.
These features came with a number of penalties. The wings were large and massive, greatly cutting into payload capacity. The "Shuttle-C", a wingless, disposable, unmanned version of the shuttle, could carry 75 tons into orbit versus the 25 tons of the regular shuttle. The high-cross range reentry required exposure to more extreme temperatures than a simpler lifting profile. As a result, the shuttle was forced into brittle, maintenance-intensive heat shield materials that were partly the Columbia's doom. (And the shuttle never used such cross-range capacity.) A simpler flight profile would've allowed more robust metal heat shields.
and thrusters "behind" that are not used in descent,
The shuttles used their orbital maneuvering system for an average of 2.5 minutes during their reentry procedure, applying 0.1G for that period to lower orbital velocity by ~150m/s. Their reaction control systems thrusters were used for an average of 3 minutes following initial atmospheric interface, after which aerosurfaces had sufficient control authority to handle maneuvering. In the case of the Columbia disaster, the RCS thrusters later reactivated because the shuttle was becoming difficult to handle with control surfaces alone.
and circular and looping gliding paths for landing,
The shuttle didn't loop around; to do so would've required jet engines that were deleted early in the design process. It's hypersonic glide ratio was 1:1 (1 foot forward, 1 foot down); its supersonic glide ratio was 2:1, and its subsonic glide ratio was 4.5:1. For comparison, non-gliders like the 747 can achieve 15:1, while sailplanes may exceed 50:1. In short, the shuttle glided like a brick, which was a result of its compromises to operate in hypersonic, supersonic, and subsonic modes while still being protected from the enormous heat of hypersonic flight. This performance meant there was no time to loop and circle.
When landing at Cape Kennedy, the shuttle made one ~90-degree turn (from an eastern heading to a northern one) to line up with the existing landing strips at Kennedy. The other landing sites utilized by the shuttle program usually had east-west landing strips, like White Sands. Basically, the shuttle dove out of space like a mildly controlled cannon ball.