(1) The only difference between a petty thug with a gun, a small-time gang of crooks, a slave-owning plantation, a Mafia crime family, a warlord, a principality, and state / national / world governments is their size. The former, if not met with proper resistance, eventually find it in their interest to grow into the latter, "democracy theater" and all.
(2) This has been debated endlessly on a number of forums
(ex) with no conclusive theories on why an upstart warlord would be able to brainwash people more effectively than Mommy Government brainwashes them today, thus every warlord will be overwhelmed by billions of people who don't want to be its slaves. Absence of government can only come about through wide-spread acceptance of the Non-Aggression Principle, which also means wide-spread resistance to new threats to one's life, liberty, and property. If we can resist a trillion dollar nuclear monopoly on force whose claims of "divine right" to power trace back to antiquity, then resisting some crackpot Dr. Evil wannabe would be a piece of cake!
(3) The government should not collapse 100% in one day (or one decade), nor should we want it to. The crisis after the collapse of Communism in Eastern Europe perfectly demonstrates that people (and thus markets) need time to adjust to greater amounts of liberty. What we need is gradual progression toward ever-stricter Minarchism, with ever-more intergovernmental competition, until enclaves of Anarcho-Capitalism can finally be allowed to emerge and grow organically on the basis of competitive advantage.