I find Sopranos really interesting in this context for two reasons:
1) though Tony Soprano is charismatic, the show does not shy away from how horrible he is. And not just in the mob, he's manipulative, immature, whiny... It really doesn't portray a mob boss as a romantic or idealized character.
2) the show really uses the mob plots to comment on the American Dream, which takes up much more screen time on the show. If you kept track of how many minutes of screen time are spent on mob plots versus, say, AJ's school troubles, the Sopranos marriage, or family dinners, it would probably be a much smaller fraction.
Overall, I'd say this show does not glorify a life of crime. It's shown to be a life of paranoia, unfair competition, and anxiety. As Tony himself notes, you either end up in prison or dead, there are no happy retirements.