Government does not have a 'monopoly of violence.' You are perfectly entitled to defend yourself if attacked by a criminal, for example. You don't have a right to initiate violence. It has not been monopolized by government; citizens have chosen, through law, to pool a part of their soveriegnty in government to fulfill certain ends, such as the creation of a police force.

Taxman will point a gun at my face if I refuse to pay taxes,

No he won't, he'll send you a polite letter and if you're intransigent he may garnish your wages or bank account or real property.

So people who dislike some gov activity cannot do anything about it.

Apart from voting, writing books, testifying on capital hill, enacting ballot measures, running for office, and all the other stuff you choose to ignore. If I've said it once I've said it a million times: government is not a monolithic entity, it's a bunch of people who are in large part simply representing the aggregate views of other people. It didn't land in a spaceship and impose itself on a bunch of free humans, we institute these things ourselves to advance our mutual interests.