No, it's not easy.
But for the large companies it's not easy to stop dealing with them either. Unless you're in IT or programming it's basically impossible to boycott both Microsoft and Apple if you happen to have problems with both of them. Even if you're running Linux or BSD in your personal life you have to deal with one or the other at work.
Good luck boycotting your local grocery store, especially if restrictive covenants or local monopolies mean the alternatives are non-existent or owned by the same parent corporation.
When it comes to the government, as long as you avoid annoying your neighbors, obey traffic laws, and pay taxes, you can spend huge stretches of your life not interacting with it. Heck, if you're a W-2 employee and your workplace takes out enough money from your paycheck you can skip even filing taxes. No one will come after you.
In the US governments pretty much leave you alone as long as you obey a minimal set of rules and don't cause problems with your neighbors.
> "If I refuse to deal with my government, they will send people with guns to put me in jail."
Yes, in some cases sure. But no, typically they won't. Because typically they have no reason to deal with you.
Just like in some cases citizens will get significantly hassled by private companies. Today those private companies typically use the government (through lawsuits and the like) to hassle citizens, but it's the private company that's the initiator. And if you refuse to deal with them they'll mess with your life in ways more Kafkaesque than simply sending people with guns to put you in jail.