This is a really interesting story, and I'm going to be giving it a lot of thought. One problem for me is that I do computer science research (I'm a grad student), and I'd like to keep doing something somewhere similar after I graduate (but self-employed), but if you're working on generic low-level computer stuff that can be re-used by everybody ad infinitum, the state will use it. I'm not a Linux kernel developer, for example, but that's a good analogy. I don't see a good way to stop supporting the state without giving up on doing computer science research. I'd appreciate any thoughts.
So, you don't have to pay taxes (except for things like sales tax) to any state? As an American, I think I'd have to renounce my citizenship (they still make you pay taxes when you are overseas), which would probably have a number of negative impacts for me personally, such as possibly making travel difficult.
Overall, I'm not so sure that I agree with your conclusions, but I'm still thinking about it. Yes, I am supporting the state, but not willingly, and not quietly (though I am not vocal about my opposition to the system in my corporeal life, which wouldn't do any good anyway in my work environment, and would probably do much harm). Actually, I'm the victim. Is a Jew working in a munitions factory in Nazi Germany morally obligated to commit suicide rather than try to ride out the war? I would say "no," and I would tentatively say that about the actual situation I am in, for the same reasons.
My bigger concern about supporting the system as I do is that it is self-defeating (of myself). In the limit (i.e., in communism), there is no possibility for productive labor, because 100% of your earnings will be taken by the government and used against you. We are not in that situation. Still, US government action seems to be moving in the direction of making it impossible to start and run small businesses; this is already the case in some sectors, like telecom. When all there are, are large corporate giants under tight regulatory control (which is literally the model adopted by Hitler and Mussolini), we are all worker drones; it would be equally (un)productive for me personally to work a a cashier at Wal-Mart as it would be to be a software engineer. (Because you get paid approximately the same in both cases and true innovation is illegal or impossiblein both cases.) I fear that we are not all that far from that situation.