If we conceive of politics as a struggle between the forces of liberty and the forces of authoritarianism, political events become transparent. This is perhaps the primary advantage of anarchism over standard liberalism or conservatism: it more accurately accounts for the tendency of politicians to accrue more power to themselves. Every time the citizen's right to autonomy is defended, we score a small victory; every time the State enforces another restriction or corporate subsidy, we suffer a defeat.
Let's not shit ourselves, then: we lost. The State isn't winning, it won centuries ago. Is there any route by which we might extricate ourselves from involvement in its bloody machinations? Well, no. Can we meaningfully impair its ability to imprison people and kill people? Again, no. Can we defend ourselves against it, or ensure that we won't be caught up in its next wave of violence? Of course not.
In fact, if we want to involve ourselves in politics at all, we are forced to do so along statist lines: by voting for political parties that, to put it mildly, are not compatible with an anarchist position. I contend that we actually have an obligation to vote according to small differences - slight improvements in domestic policy, like abortion rights, gaymarriage - and ignore the rest. It makes me almost physically sick to recommend this.
Some people argue that we ought not to vote, and that by doing so we lend legitimacy to a dreadful institution. The only appropriate response to this, of course, is a hearty laugh. The dreadful institution will not be legitimized or de-legitimized by our voting; it gains its legitimacy by the simple fact that it has all the guns. If you vote for a political party that goes on to start a war, you are at best only symbolically responsible. Actual responsibility presupposes a chain of cause and effect that, where foreign policy is concerned, is totally absent in the electoral process (as many of the same anti-voting anarchists will happily tell you.) This is the final victory of the State: it restricts our moral choices so that voting for the slightly, slightly less evil party is the right thing to do.