Who said we needed The State in the first place?

This is spot on.

Where is the place we put the cross to say "none of the above" at the ballot box? If you've seen it, let me now because I've looked and I haven't found a way to express that yet.

The closest we have, now, is that there is a new option -- Libertarian Party. Its that, or you choose between: continued serfdom at the mercy of one of the "choices" of the main parties, it doesn't matter which; stop washing you hair and live in a van on the road, smoking rollies; leave and try to find a country somewhere which is actually significantly different (good luck with that btw, write me a postcard if you find it).