The reason criminals don't undenture alcohol is probably because it's cheap and easy to make your own alcohol at home. Plus it's legal in the US (click on G1) and most other English-speaking countries.
You can get equipment kits from anywhere between 50 and 200 USD (more expensive kits will get you tools that make things easier or improve quality and add an ingredients kits). Ingredients kits for beer, wine, cider, etc., run anywhere from 30 to 300 USD.
Now, if you wanted to go cheap, you could make kilju, a cheap homemade Finnish alcoholic beverage pronounced, basically, "kill-you".
For equipment, you'd get a food grade bucket from the hardware store (a 5 US gallon one is about 4 USD locally) and thin towel or piece of cheese cloth (about 2.50 USD locally) for a total of 6.50 USD for equipment.
For ingredients, you'd use 3 lbs of sugar plus 1 oz of raisins (for extra nutrients for the yeast and more reliable results) per US gallon. We need to leave a gallon or so of headspace, so in that 5 USG bucket, we'd make 4 USG. That's 12 lbs of sugar and 4 oz of raisins for 4 USG of water. I can get sugar for about 2.39 USD for 2 lbs, so that's 14.34 USD for the sugar and 1 USG of spring water goes about 0.89 USD here, so that's 3.56 USD for the water. A bag of 10 oz of raisins goes for about 1.99 USD. Champagne yeast (you can use baker's yeast which you can find in a grocery store but champagne yeast will give much better results and less yeasty flavors) runs about 0.50 USD which gives us a grand total of 20.39 USD for the ingredients.
Once you have that, you mix the sugar into the water in the bucket then add the raisins then sprinkle the yeast on top and cover the bucket with the cheesecloth. Once bubbling stops (about a week), syphon it out, leaving the dregs (raisins and dead yeast) behind. You'll have a little less than 4 USG of kilju with a potential alcohol content of about 16% (assuming I did my math correctly).
Everything I've described up to this point is legal in the US and most other English speaking countries. The next procedures I'm going to describe is probably illegal in most English speaking countries (except, apparently, New Zealand).
If 32 proof alcohol isn't strong enough for you, you can distill the kilju. An old fashioned easy way is freeze distillation (or jacking). Place your kilju in your freezer and when it gets slushy, pour it through a sieve and toss the solid portion. Repeat a few times until it doesn't freeze very well. What you'll have is moonshine (although most moonshiners seem to use heat distillation instead of freeze distillation).