The state makes us pay for things that we either do not want, or do not want as much of as we are made to finance. Examples of this are oh so plentiful that we could fill pages, so I’ll just mention a few.
If you are a vegetarian, then the mandatory meat inspections are useless to you. If I do not ever buy organic food, regulations on organic products are also useless. What about non-drivers? Their taxes subsidize drivers: the money goes for building roads and enforcing drinking and traffic laws. The same thing happens in a socialized ("universal") healthcare environment, where healthy (and healthier people) subsidize for the illnesses and unhealthy lifestyles of others.
In education, those who opt for private schooling or no schooling at all (when this is even legal) are forced to pay for others.
Non-gamblers and non-smokers suffer the same fate. At gunpoint, they are made to pay for anti-gambling and anti-smoking laws as well as even the ridiculous state-financed PSAs urging people not to smoke or gamble.
Trans-fat bans must be enforced and since state enforcement is financed by taxation, it violates the rights both of vegetarians and also of non-vegetarians who nonetheless do not consume trans-fat.
Let’s not also forget those who avoid flying. They finance the TSA though they receive no benefit.
Then there’s public media and public support for the arts. What if I simply do not give a s__t about art? Don’t make me pay for it!
And, finally, what about law and law enforcement itself? If I am a pacifist and oppose all force, even defensive, against a criminal that might have harmed me, the state will generally still intervene on my behalf. Who are they protecting if I have not consented to this?
Contrast all of the examples above with the market, where people truly benefit from that which they purchase. They peacefully seek products and services that they desire, in the quality and amounts that they want, and freely pay for them. Imagine going to a grocery store where everyone is given the same list of products that they must buy. A few might be good for you, sure, but the rest would consist of items that you do not want to consume. This is terribly unjust and inefficient because it rewards free riders and punishes net taxpayers.
Socialism attempts to centrally impose order and to shape society according to the mandates of politicians, who claim to know what is best for you. This special group of people can change your life and take your property with just some votes and some signatures.
Oppose politicians, yes, by withdrawing your consent, but also oppose the system that allows for the widespread violation of rights to happen: socialism, especially of the democratic kind.