"If you don't like it, why don't you leave?"
The most thorough response is Walter Block's essay Secession, which explains that since freedom of association is an individual right, and individuals and their property came first, they have a right to withdraw their association and consent from the state while remaining on their own property and making whatever voluntary arrangements they wish. (DBR)
The state is fiction—it does not exist. You cannot see borders on any unretouched satelite image. You cannot be "within" the state in the first place, so there is no state to leave. (DV)
The entire planet is divided up among rival states. There is no place available where one can be free from busybodies claiming ownership. Therefore, your argument is really just "submit or die." Why can't the people who claim to be the state leave us alone instead? That would be far simpler and far more sensible. (LT)
The counter-question for statists: If you love the government and the military so much, why not move to North Korea? You will be right at home. (DV)
This exhortation begs the question of whether the State is legitimate or not. It assumes that the State owns (has juridiction over) all the land, but the legitimacy of the State is precisely what is at issue.
Some statists will make an analogy with a restaurant, saying that, just as one implicitly agrees to pay by ordering food, one agrees to pay taxes by remaining in the State's turf. But there is a flaw in this analogy: It's strength comes from the agreement that the restaurant owner owns the restaurant. However, anarchists do not agree that the State owns all the land. Two replies to this analogy are possible. 1) Ask the statist if they are a communist who thinks the State owns all the land. Or offer a better analogy: You go into a restaurant and tell the waiter-owner, "I would really like a steak and a glass of red wine, but if you bring them to me I will not pay." If the owner brings you the food and drink, you are not obliged to pay. As philosopher Michael Huemer points out, explicit dissent trumps any claim of implicit consent. Thus, anarchists, who openly deny political authority, are not obliged to pay taxes or obey rulers. [HB]