Following 9/11 and the "move to Afghanistan if you don't like it" wave of patriotism, my response was always something along the lines of "this is my home, and I do love it, and what I hate are thick-necks like you blindly following leaders." I had the benefit of having grown up in the area I lived, which is not the case of most residents, but even if I wasn't, as both dot and Rice Boy elude to, we can't just "go somewhere else."
Capitalism is expansive, and it will encroach upon us even if we try to drop out. Not that Ted K is a great example of an anarchist, but to the extent that he is an anarchist, that is exactly what he tried to do, and then as civilization encroached upon his life "somewhere else" he got mad, and acted as he saw necessary and appropriate.
And anyway, why should we leave? We are here too, and capitalism and society ask way more of us as individuals than we ever ask of them as institutions. I think that deserves our ire, our hatred, and our attacks while we stand whatever ground we can strategically hold.