Mance deserts the Night's Watch because he wants to be free. But later, he becomes a rallying point for the wildlings, drawing them together to fight the Night's Watch. We later learn that (mild ASOS and Season 3 spoiler.)
Mance's intentions are somewhat benign - he only wants to settle his people safely beyond the Wall to protect them against the Others.
But what I don't understand is why he deserted beyond the Wall in the first place. If he was aware of the threat of the Others - as an experienced ranger of the Night's Watch might have been - it would have made far more sense to go into hiding south of the Wall. What purpose did it serve for him to unite the wildlings?