Frankly, this is a legitimate question that we in the developed world get.
I am a middle class, white man living in the US. I have a nice house, a good car, a job that pays well, and enough to eat... My life is confortable, enjoyable, and quite happy on the whole. My question to you is this: What do I have to gain from supporting anarchism? Given that I am already happy, confortable, and have everything I need, what reason do I have to help you overthrow the government and capitalism?
Frankly, this is a legitimate question that anybody in the first world should have. We can start with work.
The odds are that you are bossed around for most of your day. Even if you're a mid-level manager, your have bosses to report to. Hell, even if you're the CEO you have a board and shareholders to report to. And I'm sure you work pretty hard. And, if you're a corporate or public bureaucrat (having been a manager once I include management in this class), do you really want to wallow your life away doing a job a computer and employee meetings could do just as, if not more, efficiently?
For what end? To have the share price go from 12.40 to 12.78? Wouldn't you like more of a say in what it is you do at work?
And what is your product ? Is it some useless service (like privatized health insurance) that solves a problem created by massive marketing blitzes, corrupt politicians, and, generally, capitalism in the first place?
If it's socially useful (like lawn mowing), or demanded by a lot of people by virtue of its inherent value (like an art gallery), then, again, wouldn't you like more control over your workplace? If it's a sole propietorship, well, odds are you aren't living as comfortably as supposed. But even if you love your socially useful job, most people would like to work less hours a week. By cutting all the bureaucratic, profit-generating fat, you can spend more time with your "loving family and friends."
Assuming you live in the developed world, to have the kind of life style you describe while still working (I'm assuming you're not living off an inheritance/savings or public welfare) you're spending at least half your waking hours at your silly job.
So this is the case for the syndicalist (socialist?) side of anarchism.
As far as abolishing the state, I can think of a few reasons.
First, an argument by marginality. You mention you aren't subject to:
being killed in war, arrested without good cause, or experiencing a famine
But the very nature of the state means that you could wake up tomorrow and find yourself in these very conditions. Do you really want to live with that risk? Do you want your children to live with that risk? And don't think it won't happen, because it has. Just ask your elders about being conscripted out of the blue, being told one day that they can't smoke what they were smoking before. Not to mention the caprice of capitalism more generally, like the risk of losing your home because you got in a car accident and couldn't pay your medical bills.
Second, think of your tax dollars.
In the US case that you cite, for example, they pay local property taxes, state taxes (analogous to taxes to a provincial unit), and federal (national government) taxes. Local schools, police, and fire departments are funded through property taxes. Roads and infrastructure make up a pithy proportion of federal and state taxes. But your heaviest tax burden is usually on the federal and state income taxes. I'm assuming your company is taking care of your retirement. What do you get in return? How about a giant bombers, legislator's salaries, and pollution clean-up costs created by government subsidized industries? This argument holds less for social democracies like Norway. Still, that's income you could have spend on popcorn or whatever which you have no say over.
Same goes for your family. If you want to practice birth-control with your wife, depending on what the state has done, if you live in parts of the USA, for example, you won't have some choices. Even if you never exercise your right to smoke a joint, say, there's a lot of mental comfort in knowing that if you ever wanted to try it, you could without fear of "arbitrary" detention. As it should be for victimless "crimes". This kind of comfort can be seen when supermarkets stock their shelves. Even if customers won't buy everything, there's something strangely reassuring to shoppers about seeing so many varieties.
If there is no practical reason for me to support anarchism, then maybe there is a moral one. For the sake of argument, let us assume that I have no belief in morality and that any attempt to appeal to moral obligation will not work on me unless you can show that such an obligation truly exists. What arguments can you present that would show that I am morally required to support anarchism, even if I do not need to support it to gain anything?
If you have nothing to gain, by definition you won't advocate anarchism. But even the "priviledged" global elite that constitute the upper 30% of the first world have a good deal to gain by replacing capitalism. And the fact that you have everything you "need" doesn't tell us much. Even a goat farmer in Afghanistan usually has everything he "needs" in the form of food, shelter, and clothing. If humanity was content with what we "needed" we'd still be living in caves (and, to the online primitivists, that's not a good thing). So it's more about what you want, not what you need.
These are practical reasons based out of self-interest, which is still a form of morality.
