There already is a free market - and those who currently dominate human civilization used that freedom to accrue for themselves unwarranted power and influence at the cost of the majority.
We must understand that while the "state" is a human construct, it is backed up by very real physical force, economic monopolies, financial domination, and industrial might. The only way to secure our own place within the existing free market, is to diminish these advantages through establishing an incremental balance of power between blocs, states, within states, and eventually between individuals.
Do this by creating alternatives to the current monopolies of money and industry, redistributing the current concentration of power, wealth, and influence through localized entrepreneurship.
The cost in the free market for organized individuals to impose their will upon others is not only minimal, it is profitable. Remove the profit and increase the cost, and this involuntary imposition of will becomes nearly impossible.
Your freedom is directly proportional to your ability to resist the imposition of tyranny, and your lack of need for .gov.