Suppose a small group of people in the United States decide that they want to start a religion. Does United States law and the constitution give them this right? After thinking about it, I'm not so sure.
They can certainly meet and talk about the Bible or religion. However, in theory, they should be able to set up some kind of organization to advance their religious goals and beliefs. They could sign agreements about how they want to run things and split the expenses. However, if they are smart, they might realize that this would provide little protection for their investment of time and money. Someone could run off with the money or one member could declare himself leader, expel anyone who doesn't agree with him and use the money to form his own cult.
If something like that happened, what could they do? In view of certain legal precedents and the recent Supreme Court case about freedom of religion, they probably couldn't do anything legally. Judges are generally unwilling to interfere in internal religious matters.
Of course, an established religion usually has all sorts of policies, procedures and traditions that help it remain somewhat stable. It acts like a little government and is generally happy that the Federal government is reluctant to interfere in its operations.
A new religion is an entirely different situation. The founders might sign agreements about how the rights and investments of its members will be protected, but they likely won't be able to count on any court to enforce those agreements. If an internal threat arose they would likely have to resort to some kind of intimidation (shunning, slander, etc.) to control it. Some of these methods might be illegal in other settings, but it's unlikely the courts would interfere.
Imagine if this same situation applied to a group who wanted to start a business. It would be chaos. Thankfully, the government gives people a right to enter into legally binding contracts in a business setting and seek help from the courts when their economic rights are violated.
It's strange that the same rights don't exist for those who want to advance their religious goals. It's not just a matter of established religions violating the rights of individuals. It's also a matter of collections of individuals being unable to attain certain types of collective religious expression and organization.
While it is almost impossible for a group of individuals to set up a meaningful religious structure that respects the rights of its members in this legal climate, cults and high control groups are able to flourish. They are able to police themselves effectively while not having to worry too much about individual rights.
Although I think government interferes too much in business at times, some level of supervision is necessary so that individuals can work together while protecting their personal rights and economic interests. It's too bad that there isn't a similar mechanism to protect individual rights when people seek their religious or spiritual goals.