I would probably agree with you about the show. But, in my opinion, you have to consider two things:
First - The mob, both overseas and here in the states, while obviously criminal to every degree, as a whole focuses their activities on making money and on protecting that enterprise. While their 'rip off' of cash and trade tends to affect anyone, their violence usually focuses on those that try to interfere with that, mainly other mob members and/or the government. If we're being really honest here, there's just as many similarities between a government and the mob itself. The government also protects itself and its power over others. It also 'rips off' the people, in mass with massive fraud and waste. They get people whacked or shut down. Quick examples would be most of J. Edgar Hoover's history, Vietnam drafts, Iran/Contra, more modern examples being asset forfeiture in any state in the US, or warrantless information gathering, or political figureheads (state governors, current or former congressmen, and certainly local officials). If we're being honest, the reasons we love and hate the Soprano's is the same reason we love and hate House of Cards, and both shows are fictional depictions of real life drama.
Second - the origins of the mob were, in fact, inherently good, and that's something that almost no one understands. Most people think Cosa Nostra...but that's not the case. The idea of what we now call the mob goes back literally thousands of years. Earlier examples would be Sicilian and southern Italian Kingdoms vs. the Greek city states, Romans, and other major civilizations of the era. Forward to the Normans, then the Spanish, then your various Middle Eastern civilizations. Throughout history, most of what we refer to as Italy from Rome southward was a constantly changing bloc of provinces and city-states ruled by Kings, nobles, and the like, more often than not under a dictatorship style rule. It was from these experiences that 'the mob', the idea of underground self-governance, was born as a way to protect themselves and live under duress. During the same period that Britain was being forcibly taken by William the conquerer, Italian peninsula villages were suffering from the same invaders, and multiple different examples continue through the centuries. This terrible existence and lack of consistent sovereignty carries on right into the 20th century, and ends up driving many southern Italians to America. New Orleans may be French, but a huge part of it's history and modern creation is owed to Sicilian immigrants, who started landing there before later coming en mass to NYC. Guess what they found in America? Similar issues. In Italy, most southern Italians lived on land owned by a noble or monarch, worked it, and paid not only the fruits of that labor to the owner, but taxes on everything they owned, even down to the donkeys and tools they used. Upon getting off boats in the US, they found themselves stuck in communities with each other, many living in squalor...the first modern ghettos a century before the term was made famous in Nazi Germany. Italian immigrants were given shitty labor jobs, terrible pay, and were mistreated, beat, ripped off, jailed, and even framed for murder and executed by the local PD in The Big Easy, NYC, Philadelphia, and other major immigrant hubs. Stores were burned, businesses ruined, and people were beaten, having more issues than even the newly arriving Irish soon after them. So what did they do? Same thing they did in the old country. Banded together. Lived among society, but just as much a part of a black market as not for pure survival. They didn't talk to authorities, they stuck to their own kind, and they developed above AND below board incomes. The mid 20th century also started the drug explosion, and due to the income potential of the drug explosion, the modern mob was born.
Even today, after Sopranos, 'the mob' is completely misunderstood. From Wikipedia: Five principal mafia-like organizations are known to exist in Italy: Cosa Nostra of Sicily, 'Ndrangheta of Calabria, who are considered to be among the biggest cocaine smugglers in Europe, and Camorra of Naples, are the oldest of the five, having started to develop between 1500 and 1800. In the 20th century two new criminal organizations, Stidda and Sacra Corona Unita of Apulia, were created.The latest creation of Italian organized crime, Mafia Capitale, has recently been disbanded by the police.
So while it's easy to look at Tony and his crew as simply criminals, in my opinion they've got more in common with your average government than not, and when you factor in the origins of the 'organization' and the role throughout history, it's not so easy to judge. In a modern instance, in the existence in the show...sure, because it's Jersey in the 2000's, not an oppressive monarchy. But historically? No way. The US is responsible for nuclear weapons, African slavery, extermination of Native Americans, and a lot of unrest in the mid-east and latin america....but that doesn't mean in the overall context you can't be proud to be American.