A possible inroad for your Statist friends and family is to question the TSA. Nobody likes the TSA. Ask them why airport security screening *has* to be a government agency instead of it being run by the airport or contracted through a security firm. 
- What about it being government run makes it better? 
- What are the State’s incentives? 
- How does their lack of real cost affect the quality of the services?

You can transition into telling them that there are already more private police/security than there are government police. If you’re daring after that, you can try private courts and prisons.