What would the Wildlings do after taking Castle Black?

So say Jon never went to the Watch in the first place. The same wildling group climbs the Wall and attacks Castle Black at dawn. Aemon never sends the call for aid, Mance can cross the Wall basically unopposed. Stannis is not coming.

What do you think would happen next? Would the Wildlings stay united behind Mance, would they fracture, would some of them (e.g. the Thenns) try to reach an accord with the North (or at least whichever noble they end up bordering)? Would they stay in the Gift or would some/all of them venture further south?