"If you don't like it, why don't you leave?"
The most thorough response is Walter Block's Books/Secession which explains that since freedom of association is an individual right, and individuals and their property came first, they have a right to withdraw their association and consent from the state while remaining on their own property and making whatever voluntary arrangements they wish. (DBR)
The state is fiction—it does not exist. You cannot see borders on any unretouched satelite image. You cannot be "within" the state in the first place, so there is no state to leave. (DV)
The entire planet is divided up among rival states. There is no place available where one can be free from busybodies claiming ownership. Therefore, your argument is really just "submit or die." Why can't the people who claim to be the state leave us alone instead? That would be far simpler and far more sensible. (LT)
(The counter-question for statists:) If you love the government and the military so much, why not move to North Korea? You will be right at home. (DV)