It's true that the same people who would be the customers of private market-based "security" gangs are today's voters. Anarchists point to this fact and say, "So what's better about a democratically elected government? You criticize market-based security firms for being the paid agents of customers who may wish to violate somebody else's rights. But aren't governments subject to the same pressures for rights violations from the same clients, in their capacity as voters?"
Sure they are. But there's one big difference.
Unlike a profit-driven "security agency," a constitutionally limited government is hamstrung by a host of institutional and procedural barriers -- those checks and balances, separations and divisions of powers, etc., that act as brakes on runaway "democratic" impulses and the arbitrary exercise of power. And these institutional restraints are legally enforced. Changing or circumventing them is usually a big deal, often requiring new legislation, which must pass the hurdles of an often "gridlocked" political process: legislative battles and compromises, executive approval and judicial reviews. Not easy. Partisan fights occur constantly, with each faction serving as watchdogs, and creating obstacles for the others' exercise of power. But their fights occur civilly, around conference tables and in speeches on the floor of the legislature and at polling places. In a constitutionally limited government, the partisans don't arm themselves and then confront each other in the streets in order to decide who will have the final say, and whose customers are to dominate.
That's why the evils committed by constitutionally limited Western-style democracies are less frequent, flagrant, violent or extreme than those committed by regimes that are legally unconstrained, or by "private" gangs in places where legal enforcement has broken down (e. g., post-war Iraq). Iraq is an excellent example of anarchism in action: armed private gangs, each pledging and competing to serve the power interests of some constituency, and using unlimited force and violence against the others in order to succeed.
Nature abhors a vacuum; so does power. People need to observe rules in order to live together peacefully, and those who don't need to be compelled to do so. In the absence of a system of enforced rules, some people will always rush in to impose their own rules on everyone else. The only question is: Are those rules going to be set down and enforced by a civilized, peaceful procedure (as in the recent Iraqi elections), or is the rule-making to be left to "competition" among hired guns and mercenaries?
The utopian fantasies of anarchists require that people be very much better than they actually are. But read Madison and the other Founders, and you'll see that they were far more realistic about the power ambitions of their fellow men, and crafted governing institutions accordingly. Knowing that rule-enforcement power always would be exercised by somebody, their aim was to limit the exercise of that power -- not to toss it on the auction block to go to the highest bidder, as the anarchists prefer.
Given that anarchists can't even agree with each other on what constitutes "violations of rights," let's hope for the sake of all we value that they never get their wish.