They certainly do try to set their own prices. On occasion society revolts, sometimes violently and sometimes not http://en.wikipedia.org/wiki/Salt_Satyagraha.
Also see how electricity is commonly stolen in developing nations, anti-prohibition activities etc. For examples of societies trying to act through government to regulate payments to people, look at the UK bank bonus tax or the Autralian attempt at a mining super profits tax, and in the other direction blank media taxes, farm subsidies etc.