OKC proves that. Duncan + Parker + Ginobli prove that. Heck, Stockton + Malone were the first to prove that among smaller market teams. But barring the unlikely chance of landing a transcendent star through the draft, free agency is your best bet. Yeah, its an unlikely chance to win it all if you're prioritizing FA, but the odds are already stacked against you. Being a free agent destination moves the needle just a few degrees, but I'd rather move the needle a little than not have the ability to move it at all.

Large market teams can play the same game that OKC and SA and UT all do--Houston is probably the best, most recent example, drafting Parsons, stockpiling draft picks and trade exceptions to get Harden, and using FA to round out their team. But when they have to, they can also play the role of FA destination, which is an option that is generally unavailable to teams like Utah.