The hit list as far as bounty hunting goes has huge payoffs. Kakuzu has enough natural talent before Earth Grudge Fear to fight the first Hokage and survive! That skill with Eart Grudge Fear means that he has his natural talent in the addition to being able to reattach limbs and having four entities to support him....well quite frankly he is a monster on a battlefield.
Now when he goes out and hunts people down. He was never seen attacking a high level place in order to get a bounty (biggest and technically only place was a religeous building). If he were to go and attack Konoha he has to not only kill his bounty, but fight off the entirety of Konoha's shinobi system. If he manages to escape, he will be pursued. This same scenario occurs when robbing a bank. You have to fight off everyone who lives with that banking system. Not only is it possible to be hurt, you could be forced to give up the money to escape.
It is much more efficiant to stay near the outskirts and catch a bounty who is most likely leading a force of people weaker than him, while they have little chance for backup instead of taking a huge risk of attacking a village. Especially when after doing so you will be pursued whether you are runing with a corpse, or you are running with money (you also have to consider how long it takes to get that money into a bag or briefcase...a shinobi isn't going to just wait on you).
