Adventurer Conqueror King System (ACKS) is an old-school D&D clone that brings extensive domain-acquisition and -management subsystems into the mix. Though early editions of D&D did provide for PCs building castles and churches once they reached "name level" (9th), ACKS vastly expands the mechanics into a fully-fledged economic and domain mini-game that can be run parallel with individual-character-level adventures.
In particular for your setup, it offers ACKS thieves the opportunity to run a thieves guild. You could easily grab those rules and make the opportunity available to all your characters as a party. With little to no reskinning, the "thieves guild" setup could easily represent a gang or bawdy house. They'd have to make decisions about the activities and direction of the guild jointly (leading to some possibly-entertaining disagreements), or choose to head individual guilds that are allied with each others' guilds.
The domain system also provides rules for building dungeons, wizards' towers, and castles, along with managing the peasants (or orcs), merchants, and towns under the castle/tower's range of political control. There are rules for interacting with other domains too, allowing political takeovers, vassalage, or (c)overt warfare with other (N)PC-controlled domains. These rules are initially presented in the context of maintaining a castle and its fiefs, but are universal to all of the "domains" that a (N)PC can control, including gangs—you just fight/spy on others' turf and subordinate gangs instead of others' land/peasants and vassals.
Because ACKS is a D&D clone, your existing PCs have all the stats they need to operate in the parts of the ACKS rules that the domain rules draw on, and besides most of the domain system is independent of the underlying system and could be dropped in without changing much, if anything. There are a few feat-like options and skills in ACKS that they won't have, but since they aren't generally applicable outside of the domain stuff, once the domain mini-game is "unlocked" you can easily allow them to take them retroactively (as if they were ACKS characters) in addition to their 4e abilities, if you feel the need. There are few enough of these options in ACKS that you can just look them over and make a shortlist of ones that are available, based on what will be useful for domain play and won't be disruptive in 4e play. Otherwise, they might have some advantage in the ACKS rules because 4e stats are higher on average than ACKS stats, but that's easily balanced by giving any rival NPCs a standard array too.
The PDF is affordable, and would be the most reasonable way to get it if you're only using the two chapters on domain/economy creation and player-domain rules.