I would argue a coercive monopoly on any market is counter-productive and unnecessary (they even claim to protect us from such monopolies, thanks SEC). Even if we're talking about delivering mail, UPS, FedEx and DHL are evidence that an involuntary service CAN be provided voluntarily. Voluntary is always better than involuntary.

Does laying tar on the ground need a monopoly on violence? What about delivering packages? Collecting taxes actually DOES require such monopoly. Markets work because humans have preference. Even a democratic government cannot account for the preference of it's territory without disenfranchising a large population! If you don't like blockbuster, you can use netflix. Don't like UPS? Use fedex. Don't like Homeland Security? Well that's too damn bad.

Policing isn't provided by the market because there isn't a market for it, and this is not a shortcoming of the markets either - it's human preference. Policing an imposed "service" that free people would not solicit.

If we take an empirical analysis of what provides safety in our life's I would argue that mitigating the risk of harm is provided almost exclusively through voluntary means, such as markets, friends and family.

Security cameras, seat-belts/airbags, cell phones, firearms, door locks, fences, pepper spray and tazers all provide FAR more cost-effective security than a policeman driving around making a quick buck on speeding tickets.

These technologies are sufficient for most people, but you can always buy more security, which malls frequently do. Police don't keep us safe and prevent theft, which is why malls have to buy mall security.