Lew Rockwell commenting on events in Somalia has some interesting thoughts about the role of the state.
Well, consider what a state does. First, it taxes, which means taking from the people and giving to the government, which then gives money to its friends. Second, it regulates, meaning that government tells people to do things they would not otherwise do. Third, it creates a central bank to water down the value of money. Fourth, it builds jails in which to put people who disobey, including political enemies.
Well, rather then just go on with a catalog of what government does, consider the words of the Prophet Samuel from 1 Samuel, chapter 8:11–18.