In the case of government, that is exactly how it is too, "Where else are you going to go?". There also seems to be a lot of confusion, mostly due to misuse of the word, in the media over what "anarchy" is. Below is a slightly edited copy of my very brief and hastily typed response to the Panarchy question and their concern they had about anything that sounds anarchistic.
Anarchy is just a state where each person lives free to interact voluntarily with all others. All things would be private including police and legal systems with open competition and mediation and private third party intermediaries and other mechanisms between them to ensure justice and the protection of each person's natural rights. Anarchy should NOT be confused with "chaos" or "violence" even though those in the media who do not understand the nuance in word selection may try to substitute one for the other. While anarchy may mean no government, it does not mean those functions are not performed or handled in other ways.
Panarchy is an idea that basically allows for open competition between government systems and you would voluntarily align yourself, perhaps contractually, with the one that suits your needs, preferences and values.
Most government systems are basically nothing more than a monopoly on violence, force and theft within the imaginary lines drawn on maps by men. Imagine if a government system you belonged to started charging too much for the services they provide, or started providing services you don't need so you voluntarily de-affiliate and become a citizen of a different system without having to relocate geographically. That way socialists can be (broke) socialists, communists can be communists and free market capitalists can be just that and the different groups need not bother each other with their polices. So long as basic natural and contractual rights and obligations are enforced each system could operate under a very small legal framework with each sub-system augmenting as necessary for their needs.
The overlying mechanism that would make this work and one that I think still makes me prefer panarchy or minarchy instead of anarchy is the idea of that basic legal framework for the protection of individual natural rights. Nobody, not even elected officials or their minions, would be allowed to steal or oppress people without them first having agreed to such by their voluntary association.
Hope this helps. It's an idea that needs more attention and the advent of technology probably makes it more plausible today. There are a lot of potential complications, for example, a company might have to be authorized to do business with citizens of each or any particular system and might be subject to different kinds of restrictions within each population group; but, this is no different than companies doing business in different countries or jurisdictions. Even state laws and regulations vary.
Even if not at the individual level, which is preferable, different cities or towns might opt-in to a specific system of governance. There are lots of things that would need to be examined, and certainly the idea of people or groups of people having those kinds of options scares the heck out of big government apologists of the status quo variety who lack imagination; but, otherwise, you're stuck unless you want to pick up and move, emigrate to another country, potentially lose your voting rights, unseat your family or your career.
Basically, getting rid of government having a monopoly. Competition, like in everything else, would ensure better service and lower prices (taxes are the price way for our government - we know what happens when there is no competition). I've not really considered this idea fully from a practical perspective; but, I think it warrants some thought. But, I caution that when coming up with roadblocks, objections or complications to stop and really think through whatever the issue is and ask, "hmmmm... how might that work in this kind of environment?", "what kind of cooperation between groups would be needed?" and "could it be any worse than what we have now?"