In 1 Samuel 8: 4 we can read the story of how ancient Israel asked for a King "like all the other nations have".
They wanted government like everybody else and Samuel who was himself a Judge over Israel was not happy about this request. Yahweh himself told Samuel "that is not you that they have rejected but me" and then he tells Samuel to go ahead the with the King but to warn them the cost of having a king.
In verses 10 through 18 Samuel tells the people the cost of having a king which included conscription of their young men to serve in his standing army, heavy taxes, conscription of young women to serve in the palace and that the people would be servants to the king. Yahweh even says when this happens that he is not going to listen to their complaints. However in spite of the warning the people wanted a king anyway.
Bear in mind that that the warning is not in reference to a bad king but to a good one. Our own Declaration of Independence references what a bad king looks like. The point is that the people of ancient Israel had more rights and freedom under the system of government they had with leaders, we now refer to as judges, and the high priest. However having government like the other nations was more important than their freedom.
My point with this story is that although I am not an anarchist I would like to pose the question what benefits of government is worth you rights and freedom?