Mobs and rackets thrive on people's weaknesses, specifically vices: gambling, prostitution, drugs, pornography, illicit alcohol. The usual way someone gets into a mob is the way Gotti did: by hanging out with the existing mob as a kid, and working his way up. It's also possible, in rare cases, that an individual with a unique amount of force simply establishes himself in a territory that's not already dominated by a gang, and builds his own mob. Or, some new opportunity may present itself that no one has staked out: for example, Internet credit card scams. But in every case, the racket is based on pandering to people's weaknesses that happen to be illegal, or to people's greed to get rich quick without working.
This probably isn't a satisfying answer, Goodfella. I just want to note that the graveyards are littered with the bodies of those who tried to free-lance inside existing gangs' territory. On the other hand, remember what Don Corleone said in the novel: "A lawyer with his briefcase can steal more than a thousand men with guns." Look at the guys who ran Enron, Worldcom, etc.--none of them mobbed up, all of them got away with more than any Mafioso.