Personally I think ditching a couple hundred years of (largely arbitrary) legislation, not to mention taxation, is pretty appealing. Admittedly not everyone in our society is mature enough to cope with a world where nobody's "in charge" and there are some fairly thorny issues surrounding stuff like infrastructure and personal security but several sound proposals (on paper anyway) to deal with these complications have been put forward over the years.
Additional light reading on the subject: http://en.wikipedia.org/wiki/Anarchism http://www.infoshop.org/page/AnAnarchistFAQ