How criminal is it to take off without authorization?
The FAA has limited ability to enforce criminal actions for non-compliance with FAR's. Essentially the pilot (certificated or not) would be subject to either Informal Procedures/Settlements, Certificate Actions, or Civil Penalty.

The FAA's policies, procedures, and guidelines are located in the FAA Compliance and Enforcement Program, Order 2150.3B.

In the case of stealing an aircraft by a non-certificated individual, the only recourse the FAA would have is civil penalties. The authority for the FAA is located in 14 CFR 13.14 or 13.18. The FAA has the authority to issue civil penalties up to \$400,000 against "persons other than individuals and small business concerns" (aka large businesses) or for individuals and small businesses up to $50,000.

In the case of the stolen aircraft, the charges would probably be theft and whatever other federal/local charges could be levied, but the FAA would probably not intervene here. 

Teen aircraft thief sentenced to 13 months in prison (60 days served)
Felony theft charges for stealing airplane
Barefoot Bandit

It isn't strictly "illegal" to disobey an ATC "order". A PIC (supposing they are a licensed pilot) can disregard ATC if they feel that the safety of the flight would be in jeopardy if the order was followed. Specifically this is allowed by JO 7110.65W, page 3-3-1 and 14 CFR 91.123.