This is an ever-present problem. I am not aware of any good solutions. That is, Statism exists and can't easily be dispensed with no matter how much we desire it. So one of the best coping mechanisms is to find a state that has a stable legal and civil situation where you are least likely to be trampled by other citizens, the state itself, or foreigners.  New Zealand is pretty good in this regard.

That doesn't mean I think states are the best solution.... even though I don't know of a better one that actually works.