Blue Sun, as presented in the Firefly universe, is a gigantic mega-corportation with ties to the very roots of the government. It's described by Joss Whedon as being 'huge, like Coca-Cola in five hundred years'.
So... take all the worst conspiracy theories about Coca-Cola, the U.S., and the C.I.A.; blend on high. Allow to ferment for five hundred years, and there you have it.
Don't know where to start? Here's a few good Coca-Cola-related conspiracy articles.
For more... inventive ideas, you can try Colm's Conspiracies(approve sites)